A Representation for Spherically Invariant Random Processes

Abstract

It is shown that a random process is spherically invariant if and only if it is equivalent to a zero mean Gaussian process multiplied by an independent random variable. Several properties of spherically invariant random processes follow in a simple and direct fashion from this representation.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1976
Accession Number
ADA035360

Entities

People

  • Gary L. Wise
  • Neal C. Gallagher

Organizations

  • University of Texas at Austin

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Autocorrelation
  • Covariance
  • Data Science
  • Distribution Functions
  • Electrical Engineering
  • Engineering
  • Gaussian Processes
  • Governments
  • Information Science
  • Probability
  • Probability Distribution Functions
  • Probability Distributions
  • Random Variables
  • Scientific Research
  • Statistics
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Statistical inference.