Title :
On spherically invariant random processes (Corresp.)
Author :
Wise, Gary L. ; Gallagher, Neal C., Jr.
fDate :
1/1/1978 12:00:00 AM
Abstract :
It is shown that a random process is spherically invariant if and only if it is equivalent to a zero-mean Gaussian process multiplied by an independent random variable. Several properties of spherically invariant random processes follow in a simple and direct fashion from this representation.
Keywords :
Gaussian processes; Stochastic processes; Circuits and systems; Codes; Gaussian processes; Heart; Iterative decoding; Linearity; Probability distribution; Random processes; Random variables;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1978.1055841
