Ergodicity and Fourth-Order Spectral Moments

Bernard Picinbono (1)

1 L2S - Laboratoire des signaux et systèmes

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.

Domaines: Sciences de l'ingénieur [physics]; Traitement du signal et de l'image [eess.SP]

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