Characterizations of Gaussian Random Processes by Representations in Terms of Independent Random Variables.

by Percy A. Pierre

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An investigation of certain classes of random processes having the same covariance function and some linear representations of those processes. This study considers various Gaussian and non-Gaussian models of random noise and shows that some of the most useful properties of the Gaussian model are not shared by physically reasonable non-Gaussian models. It is possible to define certain non-Gaussian processes as sums of a random number of random pulses. Necessary and sufficient conditions for the independence of linear functionals of these processes are obtained. 47 pp. (KB

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