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Applications of Random Process Excursion Analysis by Irina S. Brainina

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1

Probability Characteristics of Random Processes

1.1 A Historical Sketch of Methods Applied for Studying Parameters of Excursions in Broadband Random Processes

Statistics of above-threshold excursions of a random process are useful in solving many problems of practical importance.

Figure 1.1 shows a realization of a stationary random process image on a time interval of length T.

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Figure 1.1 A stationary random process image on a time interval of length T.

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