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The Wigner distribution of Gaussian weakly harmonizable sprocesses

Wahlberg, Patrik LU (2006) International Conference on Pseudo-Differential Operators and Related Topics In Pseudo-Differential Operators and Related Topics 164. p.211-226
Abstract
The paper treats the Wigner distribution of scalar-valued stochastic processes defined on R-d. We show that if the process is Gaussian and weakly harmonizable then a stochastic Wigner distribution is well defined. The special cas, of stationary processes is studied, in which case the Wigner distribution is weakly stationary in the time variable and the variance is equal to the deterministic Wigner distribution of the covariance function.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
keywords
Wigner distribution, Gaussian weakly harmonizable stochastic processes
in
Pseudo-Differential Operators and Related Topics
volume
164
pages
211 - 226
publisher
Birkhaüser
conference name
International Conference on Pseudo-Differential Operators and Related Topics
external identifiers
  • WOS:000239380500015
ISBN
9783764375133
language
English
LU publication?
yes
id
39bf659d-a98b-4502-b4fe-5e534c940cb0 (old id 1405980)
date added to LUP
2009-06-08 16:08:10
date last changed
2016-04-16 07:45:31
@misc{39bf659d-a98b-4502-b4fe-5e534c940cb0,
  abstract     = {The paper treats the Wigner distribution of scalar-valued stochastic processes defined on R-d. We show that if the process is Gaussian and weakly harmonizable then a stochastic Wigner distribution is well defined. The special cas, of stationary processes is studied, in which case the Wigner distribution is weakly stationary in the time variable and the variance is equal to the deterministic Wigner distribution of the covariance function.},
  author       = {Wahlberg, Patrik},
  isbn         = {9783764375133},
  keyword      = {Wigner distribution,Gaussian weakly harmonizable stochastic processes},
  language     = {eng},
  pages        = {211--226},
  publisher    = {ARRAY(0xa27be48)},
  series       = {Pseudo-Differential Operators and Related Topics},
  title        = {The Wigner distribution of Gaussian weakly harmonizable sprocesses},
  volume       = {164},
  year         = {2006},
}