English

On Rice's formula for stationary multivariate piecewise smooth processes

Probability 2010-09-21 v1

Abstract

Let X={Xt:t0}X=\{X_t: t\ge 0\} be a stationary piecewise continuous Rd\R^d-valued process that moves between jumps along the integral curves of a given continuous vector field, and let SRdS\subset\R^d be a smooth surface. The aim of this paper is to derive a multivariate version of Rice's formula, relating the intensity of the point process of (localized) continuous crossings of SS by XX to the distribution of X0X_0. Our result is illustrated by examples relating to queueing networks and stress release network models.

Keywords

Cite

@article{arxiv.1009.3885,
  title  = {On Rice's formula for stationary multivariate piecewise smooth processes},
  author = {K. A. Borovkov and G. Last},
  journal= {arXiv preprint arXiv:1009.3885},
  year   = {2010}
}
R2 v1 2026-06-21T16:16:24.072Z