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Original Articles

Mean and variance of the arc length of a Gaussian process on a finite interval†

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Pages 377-383 | Received 09 Jul 1969, Published online: 06 Aug 2007

REFERENCES

  • CORRISIN , S. , and PHILLIPS , O. M. , 1961 , J. Soc. ind. appl. Math. , 9 , 395 . ( Since our work was completed, we have found this result to have been also given in this reference ).
  • DUETSCH , R. , 1962 , Nonlinear Transformations of Random Processes ( Englewood Cliffs Prentice-Hall ).
  • MIDDLETON , D. , 1960 , Statistical Communication Theory ( New York McGraw-Hill ).
  • MILLER , I. M. , and FREUND , J. , 1956 , J. Ji. Statist. Soc , 18 , 257 .
  • SLATER , L. , 1960 , Gonfiuent Hyper geometric Functions ( Cambridge University Press ).
  • STROUD , A. H. , and SECREST , D. , 1966 , Gaussian Quadrature Formulas ( Englewood Cliffs Prentice-Hall ).
  • † Communicated by the Authors.; ‡ On leave of absence from Itek Corporation, Lexington, Mass.

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