Gaussian noise. 1. The shape of large excursions
- 1 November 1988
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 34 (6) , 1396-1400
- https://doi.org/10.1109/18.21278
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
This publication has 8 references indexed in Scilit:
- Extremes and Related Properties of Random Sequences and ProcessesPublished by Springer Nature ,1983
- Level-crossing problems for random processesIEEE Transactions on Information Theory, 1973
- The innovations approach to detection and estimation theoryProceedings of the IEEE, 1970
- Characteristics of Excursions above a High Level for a Gaussian Process and Its EnvelopeTheory of Probability and Its Applications, 1969
- Large Excursions of Gaussian ProcessesThe Annals of Mathematical Statistics, 1959
- Distribution of the Duration of Fades in Radio Transmission: Gaussian Noise ModelBell System Technical Journal, 1958
- Statistical Properties of a Sine Wave Plus Random NoiseBell System Technical Journal, 1948
- Mathematical Analysis of Random NoiseBell System Technical Journal, 1944