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The random Wigner distribution of Gaussian stochastic processes with covariance in \(S_0(\mathbb R^{2d})\). (English) Zbl 1082.60031

The paper deals with the time-frequency analysis of a Gaussian random process on \(\mathbb{R}^d\) (random fields). It is proved that if the covariance function belongs to the Feichtinger algebra \(S_0(\mathbb{R}^{2d})\), then the Wigner distribution (Wigner spectrum) of the process exists as finite stochastic integral and the Cohen’s class (i.e. convolution of the Wigner process by a deterministic function) gives a finite variance process.

MSC:

60G15 Gaussian processes
60G35 Signal detection and filtering (aspects of stochastic processes)
62M15 Inference from stochastic processes and spectral analysis
94A12 Signal theory (characterization, reconstruction, filtering, etc.)
60G60 Random fields
42B35 Function spaces arising in harmonic analysis