CHARACTERIZATIONS OF GAUSSIAN RANDOM PROCESSES BY REPRESENTATIONS IN TERMS OF INDEPENDENT RANDOM VARIABLES,

Abstract

The report contains an investigation of certain classes of random processes having the same covariance function and some linear representations of those processes. The study considers various Gaussian and non-Gaussian models of random noise and shows that some of the most useful properties of the Gaussian model are not shared by physically reasonable non-Gaussian models. It is possible to define certain non-Gaussian processes as sums of a random number of random pulses. Necessary and sufficient conditions for the independence of linear functionals of these processes are obtained. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1969
Accession Number
AD0692702

Entities

People

  • Percy A. Pierre

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Gaussian Processes
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Probability
  • Random Variables
  • Statistical Analysis

Readers

  • Statistical inference.