DocumentCode
1263160
Title
On Powers of Gaussian White Noise
Author
Balakrishnan, A.V. ; Mazumdar, Ravi R.
Author_Institution
Depts. of Electr. Eng. & Math., Univ. of California, Los Angeles, CA, USA
Volume
57
Issue
11
fYear
2011
Firstpage
7629
Lastpage
7634
Abstract
Classical Gaussian white noise in communications and signal processing is viewed as the limit of zero-mean second-order Gaussian processes with a compactly supported flat spectral density as the support goes to infinity. The difficulty of developing a theory to deal with nonlinear transformations of white noise has been to interpret the corresponding limits. In this paper, we show that a renormalization and centering of powers of band-limited Gaussian processes is Gaussian white noise, and, as a consequence, homogeneous polynomials under suitable renormalization remain white noises.
Keywords
Gaussian noise; Gaussian processes; polynomials; white noise; Gaussian white noise; band-limited Gaussian process; flat spectral density; homogeneous polynomials; nonlinear transformations; signal processing; zero-mean second-order Gaussian process; Additives; Gaussian processes; Hilbert space; Noise measurement; Random variables; White noise; Asymptotics; Gaussian white noise; band-limited processes; finitely additive measures; weak distributions;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.2011.2158062
Filename
5936732
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