Page 481 - Invited Paper Session (IPS) - Volume 2
P. 481
IPS355 Georg Lindgren
Steve O. Rice (1907 – 1986) – Inspired by random
noise, inspiring statistics research
Georg Lindgren
Mathematical statistics, Lund University, Sweden
Abstract
“In 1944 and 1945, S. O. Rice published a monumental study of noise, generally
regarded to be the single most useful source of information about Gaussian
noise.” These strong words (from the history of research at Bell Telephone
System) illustrate how abstract theoretical concepts, like Gaussian processes,
correlation function and power spectrum, became common goods in one, very
specialized, field of engineering, communication theory. The title of the papers
was ``Mathematical analysis of random noise”. Steve Rice is regarded as a giant
in communication theory. He deserves a similar place as a door opener for the
statistics community to a rich field of modern important problems, in
reliability, environmental research, transportation, and other fields.
Keywords
Extreme value theory; Rice’s formula; stationary processes; Gaussian process;
level crossings
1. Introduction
Stephen O. “Steve” Rice is known in
probability theory mainly through “Rice’s
formula” for the average number of level
crossings per time unit by a stationary
stochastic process. However, his influence on
statistics research goes far beyond level
crossings. Steve Rice was a member of the Bell
Telephone Laboratories, USA, from 1930 to his
retirement 1972, working as a consultant on
transmission engineering and doing research in
communication theory. Stochastic variation
penetrated all his work and he mastered to
combine the mathematical analysis with the
concrete questions at hand. He was well aware
of the theoretical literature on stochastic
processes that emerged during the 1930s but
argued that the work by Khintchine and Cramer
on Fourier representation of´ the covariance function, lacked contact with
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