Probability Characteristics of Random Processes
1.1 A Historical Sketch of Methods Applied for Studying Parameters of Excursions in Broadband Random Processes
Statistics of above-threshold excursions of a random process are useful in solving many problems of practical importance.
Figure 1.1 shows a realization of a stationary random process on a time interval of length T.
Figure 1.1 A stationary random process on a time interval of length T.