Influence of spectral characteristics of a process on its absolute maximum distribution
DOI:
https://doi.org/10.3103/S0735272709080068Abstract
The estimate of the initial moments in the distribution of an absolute maximum of a stationary Gaussian process at the output of a low pass recursive digital filter with the specified parameters is determined by modeling in the MATLAB and Excel environments. The correspondence of the obtained result to the theoretical conclusions on the independence of the distribution characteristics of the absolute maximum distribution and of the behavior of the correlation function of the process outside the zero value of its argument is proven.
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