Note on the estimation of crossing intensity for Laplace moving average

摘要

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.