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- W2162022654 abstract "It is shown how filtered Gaussian noise having a power spectrum which is a rational function of the square of the frequency can be represented as one component of a multidimensional Markov process. Methods are studied for obtaining the distribution of the number of times such a noise process crosses a given amplitude level in a fixed time interval. The generating function of this distribution is the solution of a Fokker-Planck type differential equation with appropriate boundary conditions. Integral equations are found for the generating function from which all the moments of the distribution can be calculated by iteration." @default.
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- W2162022654 date "1957-12-01" @default.
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- W2162022654 title "The distribution of the number of crossings of a Gaussian stochastic process" @default.
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- W2162022654 doi "https://doi.org/10.1109/tit.1957.1057424" @default.
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