Advances in Applied Probability · 1987 · 37 citations · 12 references
BusinessElectrical EngineeringStatistical ModelingStochastic ModelingStochastic ProcessesApproximation MethodsDensity EstimationRegressionStatistical InferenceAnalytic ApproximationsApproximation SchemesSuccessive Approximations
A regression approximation of wavelength and amplitude distribution in an almost surely continuous process η ( t ), is based on a successively more detailed decomposition, η ( t ) = η n ( t ) + Δ n ( t ), into one regression term η n on n suitably chosen random quantities, and one residual process Δ n . The distances between crossings, maxima, etc., are then approximated by the corresponding quantities in the regression term, and explicit expressions given for the densities of these quantities.
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Mathematical Analysis of Random Noise
S. O. Rice · Bell System Technical Journal · 1944 · 5.5K citations
Stationary and Related Stochastic Processes
Simeon M. Berman · Technometrics · 1967 · 258 citations