Abstract
The paper treats the Wigner distribution of scalar-valued stochastic processes defined on ℝd. We show that if the process is Gaussian and weakly harmonizable then a stochastic Wigner distribution is well defined. The special case of stationary processes is studied, in which case the Wigner distribution is weakly stationary in the time variable and the variance is equal to the deterministic Wigner distribution of the covariance function.
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© 2006 Birkhäuser Verlag Basel/Switzerland
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Wahlberg, P. (2006). The Wigner Distribution of Gaussian Weakly Harmonizable Stochastic Processes. In: Boggiatto, P., Rodino, L., Toft, J., Wong, M.W. (eds) Pseudo-Differential Operators and Related Topics. Operator Theory: Advances and Applications, vol 164. Birkhäuser Basel. https://doi.org/10.1007/3-7643-7514-0_15
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DOI: https://doi.org/10.1007/3-7643-7514-0_15
Publisher Name: Birkhäuser Basel
Print ISBN: 978-3-7643-7513-3
Online ISBN: 978-3-7643-7514-0
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