• 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