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IEEE Transactions on Information Theory
Article . 1991 . Peer-reviewed
License: IEEE Copyright
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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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Article . 2020
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Zero-crossing rates of functions of Gaussian processes

Authors: John T. Barnett; Benjamin Kedem;

Zero-crossing rates of functions of Gaussian processes

Abstract

Summary: Formulas for the expected zero-crossing rates of random processes that are monotone transformations of Gaussian processes can be obtained using two different techniques. The first technique involves the derivation of the expected zero-crossing rate for discrete-time processes and extends the result to the continuous-time case by using an appropriate limiting argument. The second is a direct method that makes use, successively, of Price's theorem, the chain rule for derivatives, and Rice's formula for the expected zero-crossing rate of a Gaussian process. A constant, which depends on the variance of the transformed process and a second-moment of its derivative, is derived. Multiplying Rice's original expression by this constant yields the zero-crossing formula for the transformed process. The two methods can be used for the general level-crossing problem of random processes that are monotone functions of a Gaussian process.

Keywords

Stationary stochastic processes, Gaussian processes, expected zero-crossing rates, monotone transformations of Gaussian processes, Rice's formula

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
32
Average
Top 10%
Average
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