Synopsis
Excerpt from An Isospectral Family of Random Processes: January, 1960
The method we use to construct xh(t) from an underlying shot noise (poisson process) is a familiar one. The novelty of our treatment consists in observing that when the shots are rectangular the members of (t.
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An Isospectral Family of Random Processes: January, 1960 (Classic Reprint)
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Paperback. Condition: New. Print on Demand. This book explores the concept of creating a family of non-Gaussian random step functions, all sharing the same power spectrum, that converge to the Gaussian process with the same spectrum as the number of members in the family becomes very large. The author illustrates how to calculate the multivariate distribution of processes and shows how a constructed univariate entropy can serve as an indicator of the extent to which the family has approached the Gaussian limit. The author's findings give insight into the inadequacy of correlation functions and power spectra as a means of characterizing random processes and emphasize the need for higher-order statistics. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item. Seller Inventory # 9781332145607_0
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An Isospectral Family of Random Processes January, 1960 Classic Reprint
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PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # LW-9781332145607
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