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Wave-length and amplitude in Gaussian noise

Published online by Cambridge University Press:  01 July 2016

Georg Lindgren
Georg Lindgren*
Affiliation:
University of Lund, Sweden
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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

CROSSING PROBLEMSLOCAL MAXIMAMOMENT RELATIONSSAMPLE FUNCTION PROPERTIESAMPLITUDE IN GAUSSIAN NOISEAMPLITUDE IN STATIONARY PROCESSESWAVE LENGTH IN GAUSSIAN NOISEWAVE LENGTH IN STATIONARY PROCESSES

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 4 , Issue 1 , April 1972, pp. 81 - 108
Copyright
Copyright © Applied Probability Trust 1972 

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