Zero-crossing intervals of Gaussian processes

This paper presents experimental results concerning the zero-crossing intervals of Gaussian processes. Probabilities and probability densities defined by the zero-crossing points of Gaussian processes having various power spectral densities are presented. At present none of the probabilities or probability densities can be derived explicitly by analytical methods. The results are compared with theoretical approximations. The standard deviations of successive zero-crossing intervals are compared with theoretical values resulting from an assumed wide sense Markov model. In some cases the comparisons are unsatisfactory.

[1]  Mark Kac Some Remarks on Oscillators Driven by a Random Force , 1960 .

[2]  D. Slepian The one-sided barrier problem for Gaussian noise , 1962 .

[3]  U. Grenander Stochastic processes and statistical inference , 1950 .

[4]  D. Middleton Spurious Signals Caused by Noise in Triggered Circuits , 1948 .

[5]  Carl W. Helstrom The distribution of the number of crossings of a Gaussian stochastic process , 1957, IRE Trans. Inf. Theory.

[6]  John E. Freund,et al.  Some Results on the Analysis of Random Signals by Means of a Cut‐Counting Process , 1956 .

[7]  G. Turin,et al.  Principles and applications of random noise theory , 1959 .

[8]  K. Blotekjaer An experimental investigation of some properties of band-pass limited Gaussian noise , 1958 .

[9]  W. M. Brown Some results on noise through circuits , 1959, IRE Trans. Inf. Theory.

[10]  J. A. McFadden,et al.  On the Lengths of Intervals in a Stationary Point Process , 1962 .

[11]  D. S. Palmer Properties of random functions , 1956 .

[12]  S. Rice Mathematical analysis of random noise , 1944 .

[13]  J. A. McFadden The axis-crossing intervals of random functions-II , 1958, IRE Trans. Inf. Theory.

[14]  A. J. Rainal Sampling Technique for Generating Gaussian Noise , 1961 .

[15]  P. Schultheiss,et al.  Short‐Time Frequency Measurement of Narrow‐Band Random Signals by Means of a Zero Counting Process , 1955 .

[16]  M. Longuet-Higgins The distribution of intervals between zeros of a stationary random function , 1962, Philosophical Transactions of the Royal Society of London. Series A, Mathematical and Physical Sciences.

[17]  M. Longuet-Higgins On the intervals between successive zeros of a random function , 1958, Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences.