Analysis of Moment and Cumulant Description of non-Gaussian Random Processes, Signals and Noise

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.