On Powers of Gaussian White Noise

被引:15
作者
Balakrishnan, A. V. [1 ,2 ]
Mazumdar, Ravi R. [3 ]
机构
[1] Univ Calif Los Angeles, Dept Elect Engn, Los Angeles, CA 90024 USA
[2] Univ Calif Los Angeles, Dept Math, Los Angeles, CA 90024 USA
[3] Univ Waterloo, Dept Elect & Comp Engn, Waterloo, ON N2L 3G1, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
Asymptotics; band-limited processes; finitely additive measures; Gaussian white noise; weak distributions; RADON-NIKODYM DERIVATIVES; HILBERT-SPACES; APPROXIMATION; ITO;
D O I
10.1109/TIT.2011.2158062
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Classical Gaussian white noise in communications and signal processing is viewed as the limit of zero-mean second-order Gaussian processes with a compactly supported flat spectral density as the support goes to infinity. The difficulty of developing a theory to deal with nonlinear transformations of white noise has been to interpret the corresponding limits. In this paper, we show that a renormalization and centering of powers of band-limited Gaussian processes is Gaussian white noise, and, as a consequence, homogeneous polynomials under suitable renormalization remain white noises.
引用
收藏
页码:7629 / 7634
页数:6
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