Abstract
In this note upcrossing intensity of a level u by a non-Gaussian process—the Laplace Moving Average (LMA)—is estimated by means of a saddle point approximation of Rice’s formula. A LMA-process is defined by power spectral density, skewness and kurtosis parameters. The method is illustrated by measurements of sea surface elevation and stresses in a vessel.
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Galtier, T. Note on the estimation of crossing intensity for Laplace moving average. Extremes 14, 157–166 (2011). https://doi.org/10.1007/s10687-010-0116-4
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DOI: https://doi.org/10.1007/s10687-010-0116-4
Keywords
- Rice’s formula
- Non-Gaussian process
- Non-Gaussian seas
- Skewness
- Kurtosis
- Saddle point approximation
- Laplace moving average
- Mean upcrossing intensity