• DocumentCode
    938016
  • Title

    The axis-crossing intervals of random functions

  • Author

    McFadden, J.A.

  • Volume
    2
  • Issue
    4
  • fYear
    1956
  • fDate
    12/1/1956 12:00:00 AM
  • Firstpage
    146
  • Lastpage
    150
  • Abstract
    For an arbitrary random processxi(t)there exists a functionx(t)which may be obtained by infinite clipping. The axis crossings ofx(t)are identical with those ofxi(t). This paper relates the probability densityP(tau)of axis-crossing intervals togamma(tau), the autocorrelation function ofx(t), i.e., the autocorrelation after clipping. It is shown that the expected number of zeros per unit time is proportional togamma prime (0+), i.e., the right-hand derivative ofgamma (tau)attau = 0. Next a theorem is proved, stating thatP(tau) = 0over a finite range0 leq tau < Tif and only ifgamma(tau)is linear inmid tau midover the corresponding range ofmid tau mid. Ifgamma (tau)is nearly linear for smalltau, then the initial behavior ofP(tau)is likegamma prime prime (tau). These results are illustrated by some simple, random square-wave models and by a comparison with Rice´s results for Gaussian noise.
  • Keywords
    Level-crossing problems; Stochastic processes; Autocorrelation; Bibliographies; Gaussian noise; Impedance; Information theory; Interpolation; Mathematics; Physics; Publishing; Random processes; Sampling methods;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IRE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-1000
  • Type

    jour

  • DOI
    10.1109/TIT.1956.1056822
  • Filename
    1056822