DocumentCode :
913324
Title :
Distribution of the time-average power of a Gaussian process
Author :
Schwartz, Morton I.
Volume :
16
Issue :
1
fYear :
1970
fDate :
1/1/1970 12:00:00 AM
Firstpage :
17
Lastpage :
26
Abstract :
A method is given for obtaining a closed-form expression for the characteristic function of the average power, in a 
-second interval, of a zero-mean Gaussian random process. The technique, which is constructive in nature, is applicable to the class of covariance kernels whose corresponding homogeneous Fredholm integral equations admit reduction to an equivalent linear differential system. Eigenvalue evaluations are not required.
-second interval, of a zero-mean Gaussian random process. The technique, which is constructive in nature, is applicable to the class of covariance kernels whose corresponding homogeneous Fredholm integral equations admit reduction to an equivalent linear differential system. Eigenvalue evaluations are not required.Keywords :
Gaussian processes; Approximation methods; Closed-form solution; Eigenvalues and eigenfunctions; Gaussian processes; Integral equations; Kernel; Probability density function; Probability distribution; Random processes; Telephony;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1970.1054407
Filename :
1054407
Link To Document :
