×
Abstract: The n th-order characteristic functions (cf) of spherically-invariant random processes (sirp) with zero means are defined as cf, ...
The randomization is performed on u2p, where u is a random variable (rv) specified by the F( +) function. Examples of sirp are given. Relations to previously ...
The randomization is performed on nu^2 rho, where nu is a random variable (tv) specified by the F(cdot) function. Examples of sirp are given. Relations to ...
It is shown that a random process is spherically invariant if and only if it is equivalent to a zero mean Gaussian process multiplied by an independent.
An SIRP is a random process whose finite-dimensional distributions are scalar functions of quadratic forms in the corresponding sampled variables. Stochastic ...
In this talk, we will first introduce Gaussian processes, then define SIRP and the associated Representation Theorem, and discuss their associated "nice ...
It is shown that a random process is spherically invariant if and only if it is equivalent to a zero mean Gaussian process multiplied by an independent random ...
Missing: applications | Show results with:applications
We consider the notion of a spherically invariant measure on a ... A representation theorem and its applications to spherically invariant random processes.
Stochastic and system-theoretic properties are discussed, including a basic representation theorem which gives rise to a number of interesting properties ...
A representation theorem and its applications to spherically-invariant random processes ... spherically-invariant random processes (sirp) with zero means ...