Simple trigonometric models for narrow-band stationary processes
- 1 January 1982
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 19 (A) , 333-343
- https://doi.org/10.2307/3213573
Abstract
Over a finite interval, a Gaussian stationary process can be approximated by a finite trigonometric sum, and the error introduced by the approximation can be exactly bounded, as far as the distribution of the upper tail of the maximum is concerned. A simple case is exhibited, where a narrow band process is well approximated by means of a two-term trigonometric representation.Keywords
This publication has 5 references indexed in Scilit:
- First-passage time for a particular stationary periodic Gaussian processJournal of Applied Probability, 1976
- Representation of stationary Gaussian processes on a finite interval (Corresp.)IEEE Transactions on Information Theory, 1976
- On the Distribution of the First-Passage Time for Normal Stationary Random ProcessesJournal of Applied Mechanics, 1975
- Level-crossing problems for random processesIEEE Transactions on Information Theory, 1973
- Excursions above high levels for stationary Gaussian processesPacific Journal of Mathematics, 1971