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Spherically Invariant and Compound Gaussian Stochastic Processes

Abstract : This paper discusses the comparison between the class of spherically invariant processes and a particular class of Gaussian compound processes. We give a simple expression for the probability distribution and calculate some expectation values. The comparison shows that spherically invariant processes are slightly more general.
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https://hal-centralesupelec.archives-ouvertes.fr/hal-01773348
Contributor : Bernard Picinbono <>
Submitted on : Saturday, April 21, 2018 - 4:01:54 PM
Last modification on : Wednesday, September 16, 2020 - 4:47:36 PM
Long-term archiving on: : Wednesday, September 19, 2018 - 12:20:57 AM

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  • HAL Id : hal-01773348, version 1

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Bernard Picinbono. Spherically Invariant and Compound Gaussian Stochastic Processes. IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers, 1970, 16, pp.77 - 79. ⟨hal-01773348⟩

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