Spherically Invariant and Compound Gaussian Stochastic Processes
Résumé
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.
Origine : Fichiers produits par l'(les) auteur(s)
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