the random wigner distribution of gaussian stochastic processes with covariance in高斯随机过程的随机维格纳分布的协方差.pdfVIP

c JOURNAL OF 2005, Scientific Horizon FUNCTION SPACES AND APPLICATIONS Volume 3, Number 2 (2005), 163-181 The random Wigner distribution of Gaussian stochastic R2d processes with covariance in S0 (RR ) Patrik Wahlberg (Communicated by Hans Feichtinger) 2000 Mathematics Subject Classification. 42B35, 60G15, 60G35, 62M15, 94A12. Keywords and phrases. Time-frequency analysis, the Feichtinger algebra, Gaussian scalar-valued stochastic processes, Wigner distribution, Wigner spectrum, Cohen’s class. Abstract. The paper treats time-frequency analysis of scalar-valued zero mean Gaussian stochastic processes on Rd . We prove that if the covariance function belongs to the Feichtinger algebra S0 (R2d ) then: (i) the Wigner distribution and the ambiguity function of the process exist as finite variance stochastic Riemann integrals, each of which defines a stochastic process on R2d , (ii) these stochastic processes on R2d are Fourier transform pairs in a certain sense, and (iii) Cohen’s class, ie convolution of the Wigner process by a deterministic function Φ ∈ C (R2d ), gives a finite variance process, and if Φ ∈ S0 (R2d ) then W ∗ Φ can be expressed multiplicatively in the Fourier domain. 1. Introduction For functions and distributions defined on Rd it is well known under what circumstances it is possible to define the Wigner distribution and the ambiguity function [7]. This paper concerns the corresponding conditions 164 The random Wigner distribu