Title :
A bound on the probability that a Gaussian process exceeds a given function (Corresp.)
Author :
Gallager, R. ; Helstrom, C.
fDate :
1/1/1969 12:00:00 AM
Abstract :
An upper bound is calculated for the probability that a mean-zero Gaussian random process remains above a specified signal throughout a prescribed interval of time.
Keywords :
Gaussian processes; Level-crossing problems; Additive noise; Gaussian processes; Information theory; Plasma welding; Probability density function; Random processes; Random variables; Signal processing; Stochastic processes; Upper bound;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1969.1054249
