The Distribution of the Absolute Maximum of the Discontinuous Stationary Random Process with Raileigh and Gaussian Components
| Main Authors: | Oleg V. Chernoyarov, Alexander V. Zakharov, Alexander N. Faulgaber, Alexandra V. Salnikova |
|---|---|
| Format: | Article Journal |
| Terbitan: |
, 2019
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| Subjects: | |
| Online Access: |
https://zenodo.org/record/4333880 |
| ctrlnum |
4333880 |
|---|---|
| fullrecord |
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<dc schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd"><creator>Oleg V. Chernoyarov</creator><creator>Alexander V. Zakharov</creator><creator>Alexander N. Faulgaber</creator><creator>Alexandra V. Salnikova</creator><date>2019-02-01</date><description>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.</description><identifier>https://zenodo.org/record/4333880</identifier><identifier>10.5281/zenodo.4333880</identifier><identifier>oai:zenodo.org:4333880</identifier><relation>issn:1816-0948</relation><relation>url:http://www.engineeringletters.com/issues_v27/issue_1/index.html</relation><relation>url:https://www.researchgate.net/publication/332034910_The_distribution_of_the_absolute_maximum_of_the_discontinuous_stationary_random_process_with_raileigh_and_gaussian_components</relation><relation>doi:10.5281/zenodo.4333879</relation><rights>info:eu-repo/semantics/openAccess</rights><rights>https://creativecommons.org/licenses/by/4.0/legalcode</rights><source>Engineering Letters 27(1) 53-65</source><subject>Rayleigh random process, Gaussian random process, absolute maximum, probability distribution, level crossing probability</subject><title>The Distribution of the Absolute Maximum of the Discontinuous Stationary Random Process with Raileigh and Gaussian Components</title><type>Journal:Article</type><type>Journal:Article</type><recordID>4333880</recordID></dc>
|
| format |
Journal:Article Journal Journal:Journal |
| author |
Oleg V. Chernoyarov Alexander V. Zakharov Alexander N. Faulgaber Alexandra V. Salnikova |
| title |
The Distribution of the Absolute Maximum of the Discontinuous Stationary Random Process with Raileigh and Gaussian Components |
| publishDate |
2019 |
| topic |
Rayleigh random process Gaussian random process absolute maximum probability distribution level crossing probability |
| url |
https://zenodo.org/record/4333880 |
| contents |
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. |
| id |
IOS16997.4333880 |
| institution |
ZAIN Publications |
| institution_id |
7213 |
| institution_type |
library:special library |
| library |
Cognizance Journal of Multidisciplinary Studies |
| library_id |
5267 |
| collection |
Cognizance Journal of Multidisciplinary Studies |
| repository_id |
16997 |
| subject_area |
Multidisciplinary |
| city |
Stockholm |
| province |
INTERNASIONAL |
| shared_to_ipusnas_str |
1 |
| repoId |
IOS16997 |
| first_indexed |
2022-06-06T05:45:12Z |
| last_indexed |
2022-06-06T05:45:12Z |
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dc |
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1734906420077264896 |
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17.60987 |