Simulation of the Distribution of Time to the Next Boundary Crossing in Gaussian and Rayleigh Random Processes
Table А2.1 shows values obtained from the simulation of the cumulative function and distribution density for the time to the next downward crossing of the set boundary in a Gaussian random process with a Gaussian power spectrum. It was assumed that at the arbitrarily chosen starting moment the signal was above the set threshold level; in other words, we are dealing excursions above level. The standardized threshold level was gradually increased from 0.5 to 3.0 in 0.5 incremental steps.
Gaussian Random Process