Ergodicity and fourth-order spectral moments
نویسنده
چکیده
Relationships between ergodicity and structures of fourthorder spectral moments are investigated. In particular it is shown that second-order ergodicity of a random process is directly related to the distribution of these moments on the normal manifolds of the frequency domain. This result is illustrated by various examples.
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ورودعنوان ژورنال:
- IEEE Trans. Information Theory
دوره 43 شماره
صفحات -
تاریخ انتشار 1997