The Wigner distribution of Gaussian weakly harmonizable sprocesses
(2006) International Conference on 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:
https://lup.lub.lu.se/record/1405980
- author
- Wahlberg, Patrik LU
- organization
- publishing date
- 2006
- type
- Chapter in Book/Report/Conference proceeding
- publication status
- published
- subject
- keywords
- Wigner distribution, Gaussian weakly harmonizable stochastic processes
- host publication
- Pseudo-Differential Operators and Related Topics
- volume
- 164
- pages
- 211 - 226
- publisher
- Birkhäuser
- conference name
- International Conference on Pseudo-Differential Operators and Related Topics
- conference location
- Vaxjo, Sweden
- conference dates
- 2004-06-22 - 2004-06-25
- external identifiers
-
- wos:000239380500015
- ISBN
- 9783764375133
- language
- English
- LU publication?
- yes
- id
- 39bf659d-a98b-4502-b4fe-5e534c940cb0 (old id 1405980)
- date added to LUP
- 2016-04-04 10:19:58
- date last changed
- 2020-05-27 11:48:20
@inproceedings{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}}, booktitle = {{Pseudo-Differential Operators and Related Topics}}, isbn = {{9783764375133}}, keywords = {{Wigner distribution; Gaussian weakly harmonizable stochastic processes}}, language = {{eng}}, pages = {{211--226}}, publisher = {{Birkhäuser}}, title = {{The Wigner distribution of Gaussian weakly harmonizable sprocesses}}, volume = {{164}}, year = {{2006}}, }