On spectral bandwidth of a stationary random process
Applications of Mathematics, Tome 28 (1983) no. 4, pp. 262-268
The irregularity coefficient is one of the numerical characteristics of the spectral bandwith of a stationary random process. Its basic properties are investigated and the application to the dichotomic classification of a process into narrow-band and wide-band ones is given. Further, its behaviour is analyzed for sufficiently wide classes of stationary processes whose spectral densities frequently appear both in theory and applications.
The irregularity coefficient is one of the numerical characteristics of the spectral bandwith of a stationary random process. Its basic properties are investigated and the application to the dichotomic classification of a process into narrow-band and wide-band ones is given. Further, its behaviour is analyzed for sufficiently wide classes of stationary processes whose spectral densities frequently appear both in theory and applications.
DOI :
10.21136/AM.1983.104036
Classification :
60G10, 60G35, 94A05
Keywords: spectral bandwith; dichotomic classification
Keywords: spectral bandwith; dichotomic classification
@article{10_21136_AM_1983_104036,
author = {Klega, Vladim{\'\i}r},
title = {On spectral bandwidth of a stationary random process},
journal = {Applications of Mathematics},
pages = {262--268},
year = {1983},
volume = {28},
number = {4},
doi = {10.21136/AM.1983.104036},
mrnumber = {0710175},
zbl = {0525.60046},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1983.104036/}
}
TY - JOUR AU - Klega, Vladimír TI - On spectral bandwidth of a stationary random process JO - Applications of Mathematics PY - 1983 SP - 262 EP - 268 VL - 28 IS - 4 UR - http://geodesic.mathdoc.fr/articles/10.21136/AM.1983.104036/ DO - 10.21136/AM.1983.104036 LA - en ID - 10_21136_AM_1983_104036 ER -
Klega, Vladimír. On spectral bandwidth of a stationary random process. Applications of Mathematics, Tome 28 (1983) no. 4, pp. 262-268. doi: 10.21136/AM.1983.104036
[1] H. Cramer M. R. Leadbetter: Stationary and related stochastic processes. John Wiley, New York 1967. | MR
[2] J. S. Bendat: Spectral bandwidth, correlation and uncertainty relation. Journal of Sound and Vibration, 76, 1981, 146-149. | DOI
[3] V. I. Tichonov: Excursions of random processes. (Russian). Nauka, Moskva 1970.
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