DocumentCode :
945777
Title :
An isospectral family of random processes
Author :
Silverman, Richard A.
Volume :
6
Issue :
4
fYear :
1960
fDate :
9/1/1960 12:00:00 AM
Firstpage :
485
Lastpage :
490
Abstract :
We construct a family of random step functions 
whose members all have the same power spectrum and such that as 
converges to 
, the Gaussian process with the same spectrum. We illustrate the procedure for calculating the general multivariate distribution of the processes 
by calculating the univariate, bivariate and trivariate distributions. We show how a suitably constructed univariate entropy can serve as an index of the extent to which 
has approached the Gaussian limit 
).
whose members all have the same power spectrum and such that as converges to , the Gaussian process with the same spectrum. We illustrate the procedure for calculating the general multivariate distribution of the processes by calculating the univariate, bivariate and trivariate distributions. We show how a suitably constructed univariate entropy can serve as an index of the extent to which has approached the Gaussian limit ).Keywords :
Spectral analysis; Stochastic processes; Bridges; Contracts; Entropy; Gaussian distribution; Gaussian noise; Gaussian processes; Higher order statistics; Random processes; Random variables; Research and development; Senior members; Stochastic resonance;
fLanguage :
English
Journal_Title :
Information Theory, IRE Transactions on
Publisher :
ieee
ISSN :
0096-1000
Type :
jour
DOI :
10.1109/TIT.1960.1057588
Filename :
1057588
Link To Document :
