Title :
Zero-crossing intervals of Gaussian processes
fDate :
10/1/1962 12:00:00 AM
Abstract :
This paper presents experimental results concerning the zero-crossing intervals of Gaussian processes. Probabilities and probability densities defined by the zero-crossing points of Gaussian processes having various power spectral densities are presented. At present none of the probabilities or probability densities can be derived explicitly by analytical methods. The results are compared with theoretical approximations. The standard deviations of successive zero-crossing intervals are compared with theoretical values resulting from an assumed wide sense Markov model. In some cases the comparisons are unsatisfactory.
Keywords :
Gaussian processes; Level-crossing problems; Communication system control; Control engineering; Density measurement; Gaussian processes; Information theory; Laboratories; Marine technology; Power engineering and energy; Probability density function; Random processes; Signal analysis; Statistics; Underwater communication;
Journal_Title :
Information Theory, IRE Transactions on
DOI :
10.1109/TIT.1962.1057783