摘要：The purpose of this research is to find theasymptotically exact expressions for the distribution functionand for the probability that the absolute maximum of the sumof statistically independent homogeneous Gaussian andRayleigh random processes with nondifferentiable covariancefunction will exceed the specified threshold. In this study, theapplicability boundaries of the introduced theoretical formulasare also determined by means of statistical simulation. Therecommendations are presented concerning the application ofthe obtained expressions depending on the observation intervallength and the interrelation of Gaussian and Rayleighcomponents of the analyzed random process.
关键词：Rayleigh random process; Gaussian random;process; absolute maximum; probability distribution; level;crossing probability
