Regression approximations of wavelength and amplitude distributions
- 1 March 1987
- journal article
- research article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 19 (02) , 396-430
- https://doi.org/10.1017/s0001867800016608
Abstract
A regression approximation of wavelength and amplitude distribution in an almost surely continuous process η (t), is based on a successively more detailed decomposition, η (t) = η n (t) + Δ n (t), into one regression term η n on n suitably chosen random quantities, and one residual process Δ n . The distances between crossings, maxima, etc., are then approximated by the corresponding quantities in the regression term, and explicit expressions given for the densities of these quantities.Keywords
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