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Counting of level crossings for inertial random processes: Generalization of the Rice formula
Jaume Masoliver1, Matteo Palassini1
1Department of Condensed Matter Physics and Institute of Complex Systems (UBICS) University of Barcelona, 08028 Barcelona, Catalonia, Spain.
Abstract:
We address the counting of level crossings for inertial stochastic processes. We review Rice's approach to the problem and generalize the classical Rice formula to include all Gaussian processes in their most general form. We apply the results to some second-order (i.e., inertial) processes of physical interest, such as Brownian motion, random acceleration and noisy harmonic oscillators. For all models we obtain the exact crossing intensities and discuss their long- and short-time dependence. We illustrate these results with numerical simulations.
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