The distribution of the absolute maximum of the discontinuous stationary random process with Raileigh and Gaussian components A. V. Zakharov, O. V. Chernoyarov, A. V. Salnikova, A. N. Faulgaber
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ArticleSubject(s): гауссовский случайный процесс | случайные процессы | рапределение вероятностей | абсолютный максимумGenre/Form: статьи в журналах Online resources: Click here to access online
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Engineering letters Vol. 27, № 1. P. 53-65Abstract: The purpose of this research is to find the asymptotically exact expressions for the distribution function and for the probability that the absolute maximum of the sum of statistically independent homogeneous Gaussian and Rayleigh random processes with nondifferentiable covariance function will exceed the specified threshold. In this study, the applicability boundaries of the introduced theoretical formulas are also determined by means of statistical simulation. The recommendations are presented concerning the application of the obtained expressions depending on the observation interval length and the interrelation of Gaussian and Rayleigh components of the analyzed random process. © 2019, International Association of Engineers. All rights reserved
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The purpose of this research is to find the asymptotically exact expressions for the distribution function and for the probability that the absolute maximum of the sum of statistically independent homogeneous Gaussian and Rayleigh random processes with nondifferentiable covariance function will exceed the specified threshold. In this study, the applicability boundaries of the introduced theoretical formulas are also determined by means of statistical simulation. The recommendations are presented concerning the application of the obtained expressions depending on the observation interval length and the interrelation of Gaussian and Rayleigh components of the analyzed random process. © 2019, International Association of Engineers. All rights reserved
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