The Wigner distribution of Gaussian tempered generalized stochastic processes
Probability
2025-08-21 v3 Functional Analysis
Abstract
We define the Wigner distribution of a tempered generalized stochastic process that is complex-valued symmetric Gaussian. This gives a time-frequency generalized stochastic process defined on the phase space. We study its covariance and our main result is a formula for the Weyl symbol of the covariance operator, expressed in terms of the Weyl symbol of the covariance operator of the original generalized stochastic process.
Cite
@article{arxiv.2504.03493,
title = {The Wigner distribution of Gaussian tempered generalized stochastic processes},
author = {Patrik Wahlberg},
journal= {arXiv preprint arXiv:2504.03493},
year = {2025}
}
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23 pages