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) = 0 over a finite range0 leq tau < T if and only ifgamma(tau) is linear inmid tau mid over 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
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