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 :
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