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Theory of Laplace Analysis of Non-Gaussian Noise

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Abstract

An algorithm for directly calculating third-order noise operation spectra, which includes no evaluation of the third-order correlation function as a preliminary stage, is found. For the Ershler–Randles circuit, an expression is found, which links bispectra of the equilibrium electrode potential fluctuation determined in the imaginary and real axes of the Laplace plane. Advantages of using the Laplace space in studies of the fine non-Gaussian structure of random time series are discussed.

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Authors and Affiliations

  1. Frumkin Institute of Electrochemistry, Russian Academy of Sciences, Leninskii pr. 31, Moscow, 119071, Russia

    B. M. Grafov

  2. Department of Economics, University of Michigan, 611 Tappan st., Ann Arbor, Michigan, 48109, USA

    I. B. Grafova

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  1. B. M. Grafov
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  2. I. B. Grafova
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Grafov, B.M., Grafova, I.B. Theory of Laplace Analysis of Non-Gaussian Noise. Russian Journal of Electrochemistry 40, 657–661 (2004). https://doi.org/10.1023/B:RUEL.0000032017.29011.34

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