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Rice's formula

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776: 207: 339: 454: 45:. Adler and Taylor describe the result as "one of the most important results in the applications of smooth stochastic processes." The formula is often used in engineering. 98: 817: 269: 754: 559: 534: 381: 679:
Barnett, J. T. (2001). "Zero-Crossings of Random Processes with Application to Estimation Detection". In Marvasti, Farokh A. (ed.).
810: 688: 841: 803: 482:
Rychlik, I. (2000). "On Some Reliability Applications of Rice's Formula for the Intensity of Level Crossings".
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Borovkov, K.; Last, G. (2012). "On Rice's formula for stationary multivariate piecewise smooth processes".
579: 465:
the probability that there is a level crossing is approximately the probability of reaching that level.
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in 1944, having previously been discussed in his 1936 note entitled "Singing Transmission Lines."
648: 499: 31: 20: 750: 684: 555: 530: 787: 742: 717: 658: 621: 594: 522: 491: 254: 575: 351: 54: 28: 202:{\displaystyle \mathbb {E} (D_{u})=\int _{-\infty }^{\infty }|x'|p(u,x')\,\mathrm {d} x'} 598: 830: 503: 783: 746: 775: 722: 705: 526: 495: 662: 334:{\displaystyle \mathbb {E} (D_{0})={\frac {1}{\pi }}{\sqrt {-\rho ''(0)}}} 737:
Adler, Robert J.; Taylor, Jonathan E. (2007). "Excursion Probabilities".
625: 653: 449:{\displaystyle \mathbb {P} \left\{\sup _{t\in }X(t)\geq u\right\}} 74:
for the number of times the ergodic stationary stochastic process
261: = 0 then the formula simplifies significantly to give 706:"The Expected Number of Zeros of a Stationary Gaussian Process" 552:
Stochastic Calculus: Applications in Science and Engineering
791: 741:. Springer Monographs in Mathematics. pp. 75–76. 384: 272: 101: 612:Rainal, A. J. (1988). "Origin of Rice's formula". 448: 333: 201: 396: 90: ∈ ). Then Rice's formula states that 517:Adler, Robert J.; Taylor, Jonathan E. (2007). 350:'' is the second derivative of the normalised 811: 370:Rice's formula can be used to approximate an 8: 226:') is the joint probability density of the 818: 804: 490:(4). Kluwer Academic Publishers: 331–348. 721: 674: 672: 652: 399: 386: 385: 383: 307: 297: 285: 274: 273: 271: 186: 185: 157: 144: 138: 130: 114: 103: 102: 100: 681:Nonuniform Sampling: Theory and Practice 614:IEEE Transactions on Information Theory 580:"Mathematical analysis of random noise" 474: 521:. Springer Monographs in Mathematics. 41:) per unit time crosses a fixed level 27:counts the average number of times an 710:The Annals of Mathematical Statistics 7: 772: 770: 790:. You can help Knowledge (XXG) by 599:10.1002/j.1538-7305.1944.tb00874.x 187: 139: 134: 14: 234:) and its mean-square derivative 774: 641:Journal of Applied Probability 432: 426: 418: 406: 326: 320: 291: 278: 182: 165: 158: 145: 120: 107: 1: 53:The formula was published by 16:Formula in probability theory 747:10.1007/978-0-387-48116-6_4 858: 769: 739:Random Fields and Geometry 519:Random Fields and Geometry 704:Ylvisaker, N. D. (1965). 550:Grigoriu, Mircea (2002). 527:10.1007/978-0-387-48116-6 86:in a unit of time (i.e. 723:10.1214/aoms/1177700077 496:10.1023/A:1017942408501 461:as for large values of 786:-related article is a 663:10.1239/jap/1339878791 450: 335: 203: 451: 372:excursion probability 336: 204: 382: 270: 99: 587:Bell System Tech. J 143: 446: 422: 331: 199: 126: 82:) takes the value 32:stationary process 21:probability theory 842:Probability stubs 799: 798: 756:978-0-387-48112-8 561:978-0-817-64242-6 536:978-0-387-48112-8 395: 329: 305: 849: 820: 813: 806: 778: 771: 761: 760: 734: 728: 727: 725: 716:(3): 1043–1046. 701: 695: 694: 676: 667: 666: 656: 636: 630: 629: 626:10.1109/18.21276 620:(6): 1383–1387. 609: 603: 602: 584: 572: 566: 565: 547: 541: 540: 514: 508: 507: 479: 455: 453: 452: 447: 445: 441: 421: 389: 340: 338: 337: 332: 330: 319: 308: 306: 298: 290: 289: 277: 255:Gaussian process 208: 206: 205: 200: 198: 190: 181: 161: 156: 148: 142: 137: 119: 118: 106: 857: 856: 852: 851: 850: 848: 847: 846: 827: 826: 825: 824: 767: 765: 764: 757: 736: 735: 731: 703: 702: 698: 691: 678: 677: 670: 638: 637: 633: 611: 610: 606: 582: 574: 573: 569: 562: 554:. p. 166. 549: 548: 544: 537: 516: 515: 511: 481: 480: 476: 471: 394: 390: 380: 379: 368: 352:autocorrelation 312: 281: 268: 267: 245:If the process 191: 174: 149: 110: 97: 96: 73: 63: 55:Stephen O. Rice 51: 17: 12: 11: 5: 855: 853: 845: 844: 839: 837:Ergodic theory 829: 828: 823: 822: 815: 808: 800: 797: 796: 779: 763: 762: 755: 729: 696: 689: 668: 631: 604: 593:(3): 282–332. 567: 560: 542: 535: 509: 473: 472: 470: 467: 459: 458: 457: 456: 444: 440: 437: 434: 431: 428: 425: 420: 417: 414: 411: 408: 405: 402: 398: 393: 388: 367: 364: 344: 343: 342: 341: 328: 325: 322: 318: 315: 311: 304: 301: 296: 293: 288: 284: 280: 276: 212: 211: 210: 209: 197: 194: 189: 184: 180: 177: 173: 170: 167: 164: 160: 155: 152: 147: 141: 136: 133: 129: 125: 122: 117: 113: 109: 105: 69: 62: 59: 50: 47: 25:Rice's formula 15: 13: 10: 9: 6: 4: 3: 2: 854: 843: 840: 838: 835: 834: 832: 821: 816: 814: 809: 807: 802: 801: 795: 793: 789: 785: 780: 777: 773: 768: 758: 752: 748: 744: 740: 733: 730: 724: 719: 715: 711: 707: 700: 697: 692: 686: 682: 675: 673: 669: 664: 660: 655: 650: 646: 642: 635: 632: 627: 623: 619: 615: 608: 605: 600: 596: 592: 588: 581: 577: 571: 568: 563: 557: 553: 546: 543: 538: 532: 528: 524: 520: 513: 510: 505: 501: 497: 493: 489: 485: 478: 475: 468: 466: 464: 442: 438: 435: 429: 423: 415: 412: 409: 403: 400: 391: 378: 377: 376: 375: 374: 373: 365: 363: 361: 357: 353: 349: 323: 316: 313: 309: 302: 299: 294: 286: 282: 266: 265: 264: 263: 262: 260: 256: 252: 248: 243: 241: 237: 233: 229: 225: 221: 217: 195: 192: 178: 175: 171: 168: 162: 153: 150: 131: 127: 123: 115: 111: 95: 94: 93: 92: 91: 89: 85: 81: 77: 72: 68: 60: 58: 56: 48: 46: 44: 40: 36: 33: 30: 26: 22: 792:expanding it 781: 766: 738: 732: 713: 709: 699: 683:. Springer. 680: 644: 640: 634: 617: 613: 607: 590: 586: 570: 551: 545: 518: 512: 487: 483: 477: 462: 460: 369: 359: 355: 347: 345: 258: 250: 246: 244: 239: 235: 231: 227: 223: 219: 215: 213: 87: 83: 79: 75: 70: 66: 64: 52: 42: 38: 34: 24: 18: 784:probability 576:Rice, S. O. 831:Categories 690:0306464454 647:(2): 351. 469:References 654:1009.3885 504:115235517 436:≥ 404:∈ 314:ρ 310:− 303:π 140:∞ 135:∞ 132:− 128:∫ 578:(1944). 484:Extremes 362:) at 0. 317:″ 196:′ 179:′ 154:′ 253:) is a 61:Formula 49:History 29:ergodic 753:  687:  558:  533:  502:  346:where 214:where 65:Write 782:This 649:arXiv 583:(PDF) 500:S2CID 788:stub 751:ISBN 685:ISBN 556:ISBN 531:ISBN 366:Uses 257:and 743:doi 718:doi 659:doi 622:doi 595:doi 523:doi 492:doi 397:sup 354:of 242:). 19:In 833:: 749:. 714:36 712:. 708:. 671:^ 657:. 645:49 643:. 618:34 616:. 591:23 589:. 585:. 529:. 498:. 486:. 236:x' 23:, 819:e 812:t 805:v 794:. 759:. 745:: 726:. 720:: 693:. 665:. 661:: 651:: 628:. 624:: 601:. 597:: 564:. 539:. 525:: 506:. 494:: 488:3 463:u 443:} 439:u 433:) 430:t 427:( 424:X 419:] 416:1 413:, 410:0 407:[ 401:t 392:{ 387:P 360:t 358:( 356:x 348:ρ 327:) 324:0 321:( 300:1 295:= 292:) 287:0 283:D 279:( 275:E 259:u 251:t 249:( 247:x 240:t 238:( 232:t 230:( 228:x 224:x 222:, 220:x 218:( 216:p 193:x 188:d 183:) 176:x 172:, 169:u 166:( 163:p 159:| 151:x 146:| 124:= 121:) 116:u 112:D 108:( 104:E 88:t 84:u 80:t 78:( 76:x 71:u 67:D 43:u 39:t 37:( 35:X

Index

probability theory
ergodic
stationary process
Stephen O. Rice
Gaussian process
autocorrelation
excursion probability
doi
10.1023/A:1017942408501
S2CID
115235517
doi
10.1007/978-0-387-48116-6
ISBN
978-0-387-48112-8
ISBN
978-0-817-64242-6
Rice, S. O.
"Mathematical analysis of random noise"
doi
10.1002/j.1538-7305.1944.tb00874.x
doi
10.1109/18.21276
arXiv
1009.3885
doi
10.1239/jap/1339878791


ISBN

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