Correlation between Zero-Crossing Intervals of Gaussian Processes
Tadashi Mimaki, Toru Shimizu · Journal of the Physical Society of Japan · 1974
The slowly-decaying and alternating behavior of the correlation coefficient between lengths of the zero-crossing intervals of a Gaussian process, which was reported by one of the authors, is studied in detail by changing the magnitude of the low-frequency component of the Gaussian process having a relatively broad-band spectrum. Depending on the magnitude of the low-frequency component, the sign of the correlation coefficient becomes either negative or positive. Also, the value of the correlation coefficient for the narrow-band process can be altered by adding the low-frequency component to the narrow-band process. These results confirm the validity of the simple model proposed previously.