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Title: On spectral bandwidth of a stationary random process (English)
Author: Klega, Vladimír
Language: English
Journal: Aplikace matematiky
ISSN: 0373-6725
Volume: 28
Issue: 4
Year: 1983
Pages: 262-268
Summary lang: English
Summary lang: Czech
Summary lang: Russian
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Category: math
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Summary: The irregularity coefficient is one of the numerical characteristics of the spectral bandwith of a stationary random process. Its basic properties are investigated and the application to the dichotomic classification of a process into narrow-band and wide-band ones is given. Further, its behaviour is analyzed for sufficiently wide classes of stationary processes whose spectral densities frequently appear both in theory and applications. (English)
Keyword: spectral bandwith
Keyword: dichotomic classification
MSC: 60G10
MSC: 60G35
MSC: 94A05
idZBL: Zbl 0525.60046
idMR: MR0710175
DOI: 10.21136/AM.1983.104036
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Date available: 2008-05-20T18:22:37Z
Last updated: 2020-07-28
Stable URL: http://hdl.handle.net/10338.dmlcz/104036
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Reference: [1] H. Cramer M. R. Leadbetter: Stationary and related stochastic processes.John Wiley, New York 1967. MR 0217860
Reference: [2] J. S. Bendat: Spectral bandwidth, correlation and uncertainty relation.Journal of Sound and Vibration, 76, 1981, 146-149. 10.1016/0022-460X(81)90299-6
Reference: [3] V. I. Tichonov: Excursions of random processes.(Russian). Nauka, Moskva 1970.
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