Gaussian and sparse processes are limits of generalized Poisson processes
نویسندگان
چکیده
منابع مشابه
Gaussian and Sparse Processes Are Limits of Generalized Poisson Processes
The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential equations driven by white Lévy noises. Among these processes, generalized Poisson processes based on compoundPoisson noises admit an interpretation as random L-spl...
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ژورنال
عنوان ژورنال: Applied and Computational Harmonic Analysis
سال: 2020
ISSN: 1063-5203
DOI: 10.1016/j.acha.2018.10.004