PASSAGE OF STATIONARY PROCESSES THROUGH LINEAR AND NON-LINEAR DEVICES
RAND CORP SANTA MONICA CA
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The problem of finding the probability distribution of the noise output of a receiver consisting of a filter, a detector, and a second filter is discussed. Methods are discussed which have led to solutions of this problem in some special cases. In the case of multidimensionally Markoffian xt the problem is shown to be equivalent to an integral equation, which in many cases of interest reduces to a differential equation.