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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.

Keywords

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}
}

Comments

23 pages

R2 v1 2026-06-28T22:46:53.300Z