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Problemy Peredachi Informatsii, 1972, Volume 8, Issue 4, Pages 55–67 (Mi ppi867)  
Methods of Signal Processing

Probability of Large Deviations of the Power of a Stationary Gaussian Process

I. Yu. Linnik
Full-text PDF (1002 kB)
Abstract: The asymptotic behavior of the probability function $P_T=P(\int^T_0\xi^2(t)dt>TR(0)x_T)$ is investigated, where $\xi(t)$ is a stationary Gaussian process with expectation $E\xi(t)=0$ and correlation function $R(t)$.
Received: 10.12.1970
Bibliographic databases:
Document Type: Article
UDC: 621.391.1, 519.27
Language: Russian
Citation: I. Yu. Linnik, “Probability of Large Deviations of the Power of a Stationary Gaussian Process”, Probl. Peredachi Inf., 8:4 (1972), 55–67; Problems Inform. Transmission, 8:4 (1972), 313–323
Citation in format AMSBIB
\Bibitem{Lin72}
\by I.~Yu.~Linnik
\paper Probability of Large Deviations of the Power of a Stationary Gaussian Process
\jour Probl. Peredachi Inf.
\yr 1972
\vol 8
\issue 4
\pages 55--67
\mathnet{http://mi.mathnet.ru/ppi867}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=326823}
\zmath{https://zbmath.org/?q=an:0342.60023}
\transl
\jour Problems Inform. Transmission
\yr 1972
\vol 8
\issue 4
\pages 313--323
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