{"title":"高斯缓和广义随机过程的Wigner分布","authors":"Patrik Wahlberg","doi":"10.1016/j.acha.2025.101799","DOIUrl":null,"url":null,"abstract":"<div><div>We define the Wigner distribution of a tempered generalized stochastic process that is complex-valued symmetric Gaussian. This gives a time-frequency generalized stochastic process defined on the phase space. We study its covariance and our main result is a formula for the Weyl symbol of the covariance operator, expressed in terms of the Weyl symbol of the covariance operator of the original generalized stochastic process.</div></div>","PeriodicalId":55504,"journal":{"name":"Applied and Computational Harmonic Analysis","volume":"79 ","pages":"Article 101799"},"PeriodicalIF":3.2000,"publicationDate":"2025-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The Wigner distribution of Gaussian tempered generalized stochastic processes\",\"authors\":\"Patrik Wahlberg\",\"doi\":\"10.1016/j.acha.2025.101799\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>We define the Wigner distribution of a tempered generalized stochastic process that is complex-valued symmetric Gaussian. This gives a time-frequency generalized stochastic process defined on the phase space. We study its covariance and our main result is a formula for the Weyl symbol of the covariance operator, expressed in terms of the Weyl symbol of the covariance operator of the original generalized stochastic process.</div></div>\",\"PeriodicalId\":55504,\"journal\":{\"name\":\"Applied and Computational Harmonic Analysis\",\"volume\":\"79 \",\"pages\":\"Article 101799\"},\"PeriodicalIF\":3.2000,\"publicationDate\":\"2025-08-13\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied and Computational Harmonic Analysis\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S1063520325000533\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied and Computational Harmonic Analysis","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S1063520325000533","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
The Wigner distribution of Gaussian tempered generalized stochastic processes
We define the Wigner distribution of a tempered generalized stochastic process that is complex-valued symmetric Gaussian. This gives a time-frequency generalized stochastic process defined on the phase space. We study its covariance and our main result is a formula for the Weyl symbol of the covariance operator, expressed in terms of the Weyl symbol of the covariance operator of the original generalized stochastic process.
期刊介绍:
Applied and Computational Harmonic Analysis (ACHA) is an interdisciplinary journal that publishes high-quality papers in all areas of mathematical sciences related to the applied and computational aspects of harmonic analysis, with special emphasis on innovative theoretical development, methods, and algorithms, for information processing, manipulation, understanding, and so forth. The objectives of the journal are to chronicle the important publications in the rapidly growing field of data representation and analysis, to stimulate research in relevant interdisciplinary areas, and to provide a common link among mathematical, physical, and life scientists, as well as engineers.