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- W2135167030 abstract "The behaviour of a continuous-time stochastic process in the neighbourhood of zero-crossings and local maxima is compared with the behaviour of a discrete sampled version of the same process. For regular processes, with finite crossing-rate or finite rate of local extremes, the behaviour of the sampled version approaches that of the continuous one as the sampling interval tends to zero. Especially the zero-crossing distance and the wave-length (i.e., the time from a local maximum to the next minimum) have asymptotically the same distributions in the discrete and the continuous case. Three numerical illustrations show that there is a good agreement even for rather big sampling intervals. For non-regular processes, with infinite crossing-rate, the sampling procedure can yield useful results. An example is given in which a small irregular disturbance is superposed over a regular process. The structure of the regular process is easily observable with a moderate sampling interval, but is completely hidden with a small interval." @default.
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- W2135167030 date "1973-01-01" @default.
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- W2135167030 title "Discrete wave-analysis of continuous stochastic processes" @default.
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- W2135167030 doi "https://doi.org/10.1016/0304-4149(73)90034-3" @default.
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