The random Wigner distribution of Gaussian stochastic processes with covariance in S0(ℝ2d)
The paper treats time-frequency analysis of scalar-valued zero mean Gaussian stochastic processes on ℝd. We prove that if the covariance function belongs to the Feichtinger algebra S0(ℝ2d) then: (i) the Wigner distribution and the ambiguity function of the process exist as finite variance stochastic...
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Main Author: | |
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Format: | Article |
Language: | English |
Published: |
Wiley
2005-01-01
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Series: | Journal of Function Spaces and Applications |
Online Access: | http://dx.doi.org/10.1155/2005/252415 |
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