• 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