Accession Number : AD0692702

Title :   CHARACTERIZATIONS OF GAUSSIAN RANDOM PROCESSES BY REPRESENTATIONS IN TERMS OF INDEPENDENT RANDOM VARIABLES,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Pierre,Percy A.

Report Date : AUG 1969

Pagination or Media Count : 44

Abstract : The report contains an investigation of certain classes of random processes having the same covariance function and some linear representations of those processes. The study considers various Gaussian and non-Gaussian models of random noise and shows that some of the most useful properties of the Gaussian model are not shared by physically reasonable non-Gaussian models. It is possible to define certain non-Gaussian processes as sums of a random number of random pulses. Necessary and sufficient conditions for the independence of linear functionals of these processes are obtained. (Author)

Descriptors :   (*RADAR SIGNALS, DETECTION), (*INFORMATION THEORY, STOCHASTIC PROCESSES), TIME SERIES ANALYSIS, RANDOM VARIABLES, WHITE NOISE, THEOREMS

Subject Categories : Cybernetics
      Active & Passive Radar Detection & Equipment

Distribution Statement : APPROVED FOR PUBLIC RELEASE