On the probability of cycle-slipping in first-order phase-locked loops.

The first-passage time boundary value problem for first-order phase-locked loops (PLL) is analyzed, and spectral representations are developed for the probability density function (pdf), the distribution function, and the moments of the first time to passage (or cycle-slip). For the sinusoidal PLL, an asymptotic formula, that is surprisingly accurate even at low loop SNR's and large frequency offsets, is obtained for the pdf of the time to cycle-slip, in terms of the mean time to slip.