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Klega, Vladimír
On spectral bandwidth of a stationary random process. (English). Aplikace matematiky, vol. 28 (1983), issue 4, pp. 262-268
MSC: 60G10, 60G35, 94A05 | MR 0710175 | Zbl 0525.60046 | DOI: 10.21136/AM.1983.104036
Keywords:
spectral bandwith; dichotomic classification
Summary:
The irregularity coefficient is one of the numerical characteristics of the spectral bandwith of a stationary random process. Its basic properties are investigated and the application to the dichotomic classification of a process into narrow-band and wide-band ones is given. Further, its behaviour is analyzed for sufficiently wide classes of stationary processes whose spectral densities frequently appear both in theory and applications.
References:
[1] H. Cramer M. R. Leadbetter: Stationary and related stochastic processes. John Wiley, New York 1967. MR 0217860
[2] J. S. Bendat: Spectral bandwidth, correlation and uncertainty relation. Journal of Sound and Vibration, 76, 1981, 146-149. DOI 10.1016/0022-460X(81)90299-6
[3] V. I. Tichonov: Excursions of random processes. (Russian). Nauka, Moskva 1970.
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