Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Podgórski, Krzysztof"
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Article
Random spectral measure for non Gaussian moving averages
Baxevani, Anastassia; Podgórski, Krzysztof (2018)We study the distribution of phases and amplitudes for the spectral representation of weighted moving averages of a general noise measure. The simple independent structure, known for the Gaussian case, and involving Rayleigh ...
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Article
Signals Featuring Harmonics with Random Frequencies -- Spectral, Distributional and Ergodic Properties
Baxevani, Anastassia; Podgórski, Krzysztof (2019)It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting ...