ERGODICITY AND 4TH-ORDER SPECTRAL MOMENTS

Authors
Citation
B. Picinbono, ERGODICITY AND 4TH-ORDER SPECTRAL MOMENTS, IEEE transactions on information theory, 43(4), 1997, pp. 1273-1276
Citations number
8
Categorie Soggetti
Information Science & Library Science","Engineering, Eletrical & Electronic
ISSN journal
00189448
Volume
43
Issue
4
Year of publication
1997
Pages
1273 - 1276
Database
ISI
SICI code
0018-9448(1997)43:4<1273:EA4SM>2.0.ZU;2-P
Abstract
Relationships between ergodicity and structures of fourth-order spectr al moments are investigated, In particular it is shown that second-ord er ergodicity of a random process is directly related to the distribut ion of these moments on the normal manifolds of the frequency domain. This result is illustrated by various examples.