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Ergodicity and Fourth-Order Spectral Moments

Abstract : 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. Index Terms Ergodicity, normal processes, shot noise, stationary and normal manifolds, trispectrum.
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  • HAL Id : hal-01677024, version 1

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Bernard Picinbono. Ergodicity and Fourth-Order Spectral Moments. IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers, 1997, 43, pp.1273 - 1276. ⟨hal-01677024⟩

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