Distribution of time intervals determining the first instant when a stationary process reaches the set level
D. V. Yevgrafov · Radioelectronics and Communications Systems · 2009
This paper describes a method of determining the rigorous analytical expression for the distribution of time instants when a stationary process differentiable in the root-mean-square sense attains threshold for the first time. It has been shown that this expression is a solution of the partial integral-differential equation corroborating earlier results.