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On Powers of Gaussian White Noise

Information Theory 2013-11-19 v1 math.IT Probability

Abstract

Classical Gaussian white noise in communications and signal processing is viewed as the limit of zero mean second order Gaussian processes with a compactly supported flat spectral density as the support goes to infinity. The difficulty of developing a theory to deal with nonlinear transformations of white noise has been to interpret the corresponding limits. In this paper we show that a renormalization and centering of powers of band-limited Gaussian processes is Gaussian white noise and as a consequence, homogeneous polynomials under suitable renormalization remain white noises.

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Cite

@article{arxiv.1010.2992,
  title  = {On Powers of Gaussian White Noise},
  author = {A. V. Balakrishnan and Ravi R. Mazumdar},
  journal= {arXiv preprint arXiv:1010.2992},
  year   = {2013}
}

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10 pages