Wave-length and amplitude in Gaussian noise

1 April 1972

journal article
research article
Published by Cambridge University Press (CUP) in Advances in Applied Probability

Vol. 4 (01) , 81-108
https://doi.org/10.1017/s0001867800038179

Abstract

We give moment approximations to the density function of the wavelength, i. e., the time between “a randomly chosen” local maximum with height u and the following minimum in a stationary Gaussian process with a given covariance function. For certain processes we give similar approximations to the distribution of the amplitude, i. e., the vertical distance between the maximum and the minimum. Numerical examples and diagrams illustrate the results.

Keywords

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