Abstract
- The first passage time problem of a stationary Guassian process is theretically and experimentally studied. Renewal functions are derived for a time-dependent boundary and numerically calculated for a Gaussian process havinga seventh-order Butterworth spectrum. The results show a multipeak property not only for the constant boundary but also for a linearly increasing boundary. The first passage time distribution densities were experimentally determined for a constant boundary. The renewal functions were shown to be a fairly good approximation to the distribution density over a limited range.
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