Effective computation of joint excursion times for stationary Gaussian processes
This work is to popularize the method of computing the distribution of the excursion times for a Gaussian process that involves extended and multivariate Rice's formula. The approach was used in numerical implementations of the high-dimensional integration routine and in earlier work it was shown that the computations are more effective and thus more precise than those based on Rice expansions.TheThis work is to popularize the method of computing the distribution of the excursion times for a Gaussian process that involves extended and multivariate Rice's formula. The approach was used in numerical implementations of the high-dimensional integration routine and in earlier work it was shown that the computations are more effective and thus more precise than those based on Rice expansions.The