• 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