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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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