DocumentCode
909273
Title
On probability distributions for filtered white noise
Author
Wolff, Stephen S. ; Gastwirth, Joseph L.
Volume
13
Issue
3
fYear
1967
fDate
7/1/1967 12:00:00 AM
Firstpage
481
Lastpage
484
Abstract
When white noise generated by an underlying Poisson process is filtered by any member of a large class of stable (not necessarily linear nor stationary) filters, the first-order probability distributions of the filter output is infinitely divisible. The Kolmogorov canonical form for the characteristic function is displayed and related to the parameters of the white noise and of the filter. In certain linear stationary cases, cubclasses of the infinitely divisible distributions are identified. An invariance property of the bilateral exponential distribution is demonstrated.
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1967.1054029
Filename
1054029
Link To Document