Title :
Passage times of Gaussian noise crossing a time-varying boundary
Author_Institution :
AT&T Bell Labs., Whippany, NJ, USA
fDate :
9/1/1990 12:00:00 AM
Abstract :
The first and second passage times of a stationary Gaussian process crossing a time-varying boundary were studied in a recent work. The results apply to stationary Gaussian processes having a finite expected rate of level crossings, but they are restricted to time-varying boundaries having zero slope at the origin. Here, the earlier results are extended to include general time-varying boundaries. Some exact, asymptotic probability densities of the first passage time of a stationary Gaussian process crossing a ramp or linear boundaries are developed. Some approximate results concerning the initial behaviors of the probability densities of the first passage times associated with a linear boundary are presented
Keywords :
information theory; probability; random noise; Gaussian noise; asymptotic probability densities; information theory; level crossings; linear boundary; passage times; ramp; stationary Gaussian process; time-varying boundary; Autocorrelation; Gaussian noise; Gaussian processes; Random access memory;
Journal_Title :
Information Theory, IEEE Transactions on