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JOURNALS
// Problemy Peredachi Informatsii
// Archive
Probl. Peredachi Inf.,
1972
Volume 8,
Issue 4,
Pages
55–67
(Mi ppi867)
Methods of Signal Processing
Probability of Large Deviations of the Power of a Stationary Gaussian Process
I. Yu. Linnik
Abstract:
The asymptotic behavior of the probability function
$P_T=P(\int^T_0\xi^2(t)dt>TR(0)x_T)$
is investigated, where
$\xi(t)$
is a stationary Gaussian process with expectation
$E\xi(t)=0$
and correlation function
$R(t)$
.
UDC:
621.391.1, 519.27
Received:
10.12.1970
Fulltext:
PDF file (1002 kB)
English version:
Problems of Information Transmission, 1972,
8
:4,
313–323
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2024