• DocumentCode
    894818
  • Title

    Gaussian noise. 1. The shape of large excursions

  • Author

    Blachman, Nelson M.

  • Author_Institution
    GTE Gov. Syst. Corp., Mountain View, CA, USA
  • Volume
    34
  • Issue
    6
  • fYear
    1988
  • Firstpage
    1396
  • Lastpage
    1400
  • Abstract
    Work on the parabolic shape of the topmost part of high noise peaks is extended to show that these peaks are all approximately proportional to the autocorrelation function, R( tau ), of the noise. It is shown that the large excursions of the envelope of narrowband Gaussian noise also tend to have the shape of the envelope of its autocorrelation function.
  • Keywords
    correlation theory; information theory; random noise; autocorrelation function; envelope; large excursions; narrowband Gaussian noise; parabolic shape; Autocorrelation; Frequency domain analysis; Gaussian distribution; Gaussian noise; Lagrangian functions; Narrowband; Noise shaping; Phase noise; Reactive power; Shape; Tail;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/18.21278
  • Filename
    21278