First and Second Passage Times of Rayleigh Processes
01 January 1987
The first and second passage times of a stationary Rayleigh process R(t,a) are discussed. R(t,a) represents the envelope of a stationary random process consisting of a sinusoidal signal of amplitude sqrt 2a and frequency version of the function sub 0 plus stationary Gaussian noise of unit variance having a narrow-band power spectral density which is symmetrical about version of the function sub 0.