Title :
Spherically invariant and compound Gaussian stochastic processes (Corresp.)
fDate :
1/1/1970 12:00:00 AM
Abstract :
This correspondence discusses the comparison between the class of spherically invariant processes and a particular class of Gaussian compound processes. We give a simple expression for the probability distribution and calculate some expectation values. The comparison shows that spherically invariant processes are slightly more general.
Keywords :
Gaussian processes; Stochastic processes; Distribution functions; Equations; Gaussian processes; Markov processes; Probability distribution; Sampling methods; Statistics; Stimulated emission; Stochastic processes; Telephony;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1970.1054398