A simple formula for the rate of maxima in the envelope of normal processes having unsymmetrical spectra
A. Abdi, Said Nader‐Esfahani · 2002
In the early days of statistical communication theory, pioneering works of Rice (1954), Middleton, Lawson, Uhlenbeck, etc. developed certain fundamental statistical properties of the normal process envelope (NPE). But, still there is a large number of unresolved problems about the NPE. One of these unresolved problems is the rate of maxima in a NPE having unsymmetrical spectrum. We present a new formula for rate of maxima in the envelope of a normal process. In contrast to the Rice formula, our result is simple; and also is not limited to a process with even symmetry in its one-sided spectrum.