Law of the ponctual process induced by a thesholded gaussian stochastic process

From: James Legato (jaimlegato_at_yahoo.fr)
Date: 03/18/05 

Date: Fri, 18 Mar 2005 14:29:22 +0100

Let Xt be a ,gaussian, zero mean , band limited (Band B), stochastic
process of constant power spectral density over B.

Let set a threshold T and consider the two induced ponctual process

T+ = {t1+, t2+,.....} of the crossing threshold time with positive
derivative.

T- = {t1-, t2-,.....} of the crossing threshold time with negative
derivative.

I am intersted to determine the law of the delay beween two conscutive
time of those process as a function of S , B and N.

Any indication of classical textbook treating of related problem is welcome.

Thank you for helping

Relevant Pages

  • Re: FFT test with few kbits
    ... ]>>> average to N/2 while the rest should average to zero. ... ]>>> able to test that they have the same gaussian distribution as the ... ]> output of the DFT is a weighted sum of N random inputs. ... ]> Gaussian distributed. ...
    (sci.crypt)
  • Re: phase of fft on matlab
    ... your idea of cleaning up the numbers close to zero ... symmetric" if you are going to ideally expect all real FFT output ... The output of the FFT will be close to gaussian over some ... 4)the FFT output magnitude decreases at a very fast rate. ...
    (comp.dsp)
  • Re: Automate thresholding on various grayscale images
    ... I'm sure you can do a web search for Gaussian and find lots of ... Sometimes with an image there just plain isn't any global threshold ... In fact it's way more common than a Gaussian distribution. ... I think that he said that the distributions were Cauchy-Lorentz ...
    (comp.soft-sys.matlab)
  • Re: Noise Source with Limiter ?
    ... > between one and zero. ... The main property of Gaussian noise is a Gaussian distribution. ...
    (sci.electronics.design)
  • Re: Automate thresholding on various grayscale images
    ...  Basically it's a Gaussian with a little tail on one side. ... clean threshold (or some other means of finding these soot ... going from about bin 190 to bin 100 or so. ...  High variance areas will be where your soot is and low ...
    (comp.soft-sys.matlab)