{"title":"非高斯随机过程、信号和噪声的矩量和累积量描述分析","authors":"V. M. Artyushenko, V. I. Volovach","doi":"10.1109/EWDTS.2018.8524868","DOIUrl":null,"url":null,"abstract":"Reviewed and analyzed the issues linked with the moment and cumulant description of non-Gaussian random processes. It is shown that if non-Gaussian random processes are given by both moment and cumulant functions, it is assumed that such processes are completely given. The spectral characteristics of non-Gaussian random processes are considered. It is shown that higher spectral densities exist only for non-Gaussian random processes.","PeriodicalId":127240,"journal":{"name":"2018 IEEE East-West Design & Test Symposium (EWDTS)","volume":"6 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"Analysis of Moment and Cumulant Description of non-Gaussian Random Processes, Signals and Noise\",\"authors\":\"V. M. Artyushenko, V. I. Volovach\",\"doi\":\"10.1109/EWDTS.2018.8524868\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Reviewed and analyzed the issues linked with the moment and cumulant description of non-Gaussian random processes. It is shown that if non-Gaussian random processes are given by both moment and cumulant functions, it is assumed that such processes are completely given. The spectral characteristics of non-Gaussian random processes are considered. It is shown that higher spectral densities exist only for non-Gaussian random processes.\",\"PeriodicalId\":127240,\"journal\":{\"name\":\"2018 IEEE East-West Design & Test Symposium (EWDTS)\",\"volume\":\"6 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2018 IEEE East-West Design & Test Symposium (EWDTS)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/EWDTS.2018.8524868\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2018 IEEE East-West Design & Test Symposium (EWDTS)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/EWDTS.2018.8524868","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Analysis of Moment and Cumulant Description of non-Gaussian Random Processes, Signals and Noise
Reviewed and analyzed the issues linked with the moment and cumulant description of non-Gaussian random processes. It is shown that if non-Gaussian random processes are given by both moment and cumulant functions, it is assumed that such processes are completely given. The spectral characteristics of non-Gaussian random processes are considered. It is shown that higher spectral densities exist only for non-Gaussian random processes.
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