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Gaussian noise. 1. The shape of large excursions

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1 Author(s)
Blachman, Nelson M. ; GTE Gov. Syst. Corp., Mountain View, CA, USA

Work on the parabolic shape of the topmost part of high noise peaks is extended to show that these peaks are all approximately proportional to the autocorrelation function, R( tau ), of the noise. It is shown that the large excursions of the envelope of narrowband Gaussian noise also tend to have the shape of the envelope of its autocorrelation function.

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Information Theory, IEEE Transactions on  (Volume:34 ,  Issue: 6 )