RUS  ENG
Full version
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


 English version:
Problems of Information Transmission, 1972, 8:4, 313–323

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024