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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Bibliographic Details
Main Author: Patrik Wahlberg
Format: Article
Language:English
Published: Wiley 2005-01-01
Series:Journal of Function Spaces and Applications
Online Access:http://dx.doi.org/10.1155/2005/252415
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