Title :
Level-crossing problems for random processes
Author :
Blake, Ian F. ; Lindsey, William C.
fDate :
5/1/1973 12:00:00 AM
Abstract :
In a variety of practical problems involving random processes, it is necessary to have statistical information on their level-crossing properties. This paper presents a survey of known results on certain aspects of this problem and provides a basis for further study in the area. The goal has been to give a broad view of the problems considered in the literature and a brief indication of the techniques used in their solution. Much material of a more or less historical nature has been included since, to the authors´ knowledge, no other survey of this nature exists.
Keywords :
Bibliographies; Level-crossing problems; Stochastic processes; Bibliographies; Books; Councils; Hydrology; Investments; Markov processes; Meteorology; Random processes; Scattering; Seismology;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1973.1055016