Title :
The distributions of local extrema of Gaussian noise and of its envelope
Author :
Blachman, Nelson M.
Author_Institution :
33 Linda Ave., Oakland, CA, USA
fDate :
9/1/1999 12:00:00 AM
Abstract :
Cramer and Leadbetter´s (1967) result for the distribution of the local maxima of stationary Gaussian noise is studied and plotted. Its derivation is used for finding the distributions of the local maxima and minima of the envelope of narrowband Gaussian noise. These distributions, too, are studied and plotted, including the limiting cases of very wide and narrow noise spectra
Keywords :
Gaussian noise; spectral analysis; statistical analysis; local extrema distributions; local maxima distribution; local minima distribution; narrow noise spectra; narrowband Gaussian noise envelope; stationary Gaussian noise; wide narrow noise spectra; Frequency; Gaussian noise; Government; Narrowband; Noise level; Probability density function; Probability distribution; Wideband;
Journal_Title :
Information Theory, IEEE Transactions on
