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The Wigner distribution of Gaussian weakly harmonizable stochastic processes
Deparment of Electroscience, Lund university.
2006 (English)In: Pseudo-differential operators and related topics operator theory: Advances and Applications / [ed] P. Boggiatto, L. Rodino, J. Toft, M.W. Wong, Basel: Birkhäuser Verlag, 2006, 211-226 p.Chapter in book (Refereed)
Abstract [en]

The paper treats the Wigner distribution of scalar-valued stochastic processes defined on ℝd. We show that if the process is Gaussian and weakly harmonizable then a stochastic Wigner distribution is well defined. The special case of stationary processes is studied, in which case the Wigner distribution is weakly stationary in the time variable and the variance is equal to the deterministic Wigner distribution of the covariance function.

Place, publisher, year, edition, pages
Basel: Birkhäuser Verlag, 2006. 211-226 p.
Series
Operator theory: Advances and Applications, 164
National Category
Mathematical Analysis
Research subject
Mathematics, Mathematics
Identifiers
URN: urn:nbn:se:lnu:diva-27589DOI: 10.1007/3-7643-7514-0_15ISBN: 978-3-7643-7513-3 (print)OAI: oai:DiVA.org:lnu-27589DiVA: diva2:637390
Available from: 2013-07-17 Created: 2013-07-17 Last updated: 2013-08-16Bibliographically approved

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Mathematical Analysis

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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