DocumentCode
1462716
Title
Passage times of Gaussian noise crossing a time-varying boundary
Author
Rainal, A.J.
Author_Institution
AT&T Bell Labs., Whippany, NJ, USA
Volume
36
Issue
5
fYear
1990
fDate
9/1/1990 12:00:00 AM
Firstpage
1179
Lastpage
1183
Abstract
The first and second passage times of a stationary Gaussian process crossing a time-varying boundary were studied in a recent work. The results apply to stationary Gaussian processes having a finite expected rate of level crossings, but they are restricted to time-varying boundaries having zero slope at the origin. Here, the earlier results are extended to include general time-varying boundaries. Some exact, asymptotic probability densities of the first passage time of a stationary Gaussian process crossing a ramp or linear boundaries are developed. Some approximate results concerning the initial behaviors of the probability densities of the first passage times associated with a linear boundary are presented
Keywords
information theory; probability; random noise; Gaussian noise; asymptotic probability densities; information theory; level crossings; linear boundary; passage times; ramp; stationary Gaussian process; time-varying boundary; Autocorrelation; Gaussian noise; Gaussian processes; Random access memory;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.57224
Filename
57224
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