Gaussian integrals and Rice series in crossing distributions : to compute the distribution of maxima and other features of Gaussian processes
We describe and compare how methods based on the classical Rice’s formula for the expected number, and higher moments, of level crossings by a Gaussian process stand up to contemporary numerical methods to accurately deal with crossing related characteristics of the sample paths.We illustrate the relative merits in accuracy and computing time of the Rice moment methods and the exact numerical meth
