We define the Wigner distribution of a tempered generalized stochastic process that is complex-valued symmetric Gaussian. This gives a time-frequency generalized stochastic process defined on the phase space. We study its covariance and our main result is a formula for the Weyl symbol of the covariance operator, expressed in terms of the Weyl symbol of the covariance operator of the original generalized stochastic process.
The Wigner distribution of Gaussian tempered generalized stochastic processes / Wahlberg, P.. - In: APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS. - ISSN 1096-603X. - 79:(2025), pp. 1-17. [10.1016/j.acha.2025.101799]
The Wigner distribution of Gaussian tempered generalized stochastic processes
Wahlberg P.
2025
Abstract
We define the Wigner distribution of a tempered generalized stochastic process that is complex-valued symmetric Gaussian. This gives a time-frequency generalized stochastic process defined on the phase space. We study its covariance and our main result is a formula for the Weyl symbol of the covariance operator, expressed in terms of the Weyl symbol of the covariance operator of the original generalized stochastic process.File | Dimensione | Formato | |
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GSPWigner.pdf
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https://hdl.handle.net/11583/3003768