EXPECTED NUMBER OF CROSSINGS OF AN ARBITRARY CURVE BY A NON-STATIONARY GAUSSIAN PROCESS

A formula is derived for the expected number of crossings of an arbitrary, possibly discontinuous, curve in a time interval (O, T) by a continuous non-stationary normal process. It is shown that a formula analogous to that of M. R. Leadbetter and J. D. Cryer holds under conditions more general than they considered.