Spherically Invariant and Compound Gaussian Stochastic Processes

Bernard Picinbono (1)

1 L2S - Laboratoire des signaux et systèmes

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.

Domains: Engineering Sciences [physics]; Signal and Image processing

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