Date:
Thu, 12/12/202410:30-11:30
Location:
שפרינצק 29
Title: Kac-Rice formula - Gaussian stochastic process and its expeccted number of level crossings
Abstract: Gaussian stationary stochastic processes appear naturally in many different fields of scientific research. Specifically the count of crossing of specific levels can be of interest.
The expected value of crossings number of a given level can be calculated using Kac-Rice formula. In this lecture we will present a short intuitive proof for the formula, which clarify the origin of different parts of the formula in an approachable way.