The distribution of the absolute maximum of the discontinuous stationary random process with Raileigh and Gaussian components

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Title: The distribution of the absolute maximum of the discontinuous stationary random process with Raileigh and Gaussian components
Creator: Chernoyarov, Oleg V.
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Salnikova, Alexandra V.
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Faulgaber, Alexander N.
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Zakharov, Alexander V.
Date: 2019
Description: The purpose of this research is to find the asymptotically exact expressions for the distribution function and for the probability that the absolute maximum of the sum of statistically independent homogeneous Gaussian and Rayleigh random processes with nondifferentiable covariance function will exceed the specified threshold. In this study, the applicability boundaries of the introduced theoretical formulas are also determined by means of statistical simulation. The recommendations are presented concerning the application of the obtained expressions depending on the observation interval length and the interrelation of Gaussian and Rayleigh components of the analyzed random process. © 2019, International Association of Engineers. All rights reserved