Wave-length and amplitude in Gaussian noise

Abstract

We give moment approximations to the density function of the wavelength, i. e., the time between “a randomly chosen” local maximum with height u and the following minimum in a stationary Gaussian process with a given covariance function. For certain processes we give similar approximations to the distribution of the amplitude, i. e., the vertical distance between the maximum and the minimum. Numerical examples and diagrams illustrate the results.