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.
Keywords
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}
}
Comments
10 pages