DocumentCode
911689
Title
A bound on the probability that a Gaussian process exceeds a given function (Corresp.)
Author
Gallager, R. ; Helstrom, C.
Volume
15
Issue
1
fYear
1969
fDate
1/1/1969 12:00:00 AM
Firstpage
163
Lastpage
166
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;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1969.1054249
Filename
1054249
Link To Document