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arxiv: 1010.2992 · v1 · pith:XVSANAAEnew · submitted 2010-10-14 · 💻 cs.IT · math.IT· math.PR

On Powers of Gaussian White Noise

classification 💻 cs.IT math.ITmath.PR
keywords gaussianwhitenoisepowersprocessesrenormalizationband-limitedbeen
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Classical Gaussian white noise in communications and signal processing is viewed as the limit of zero mean second order Gaussian processes with a compactly supported flat spectral density as the support goes to infinity. The difficulty of developing a theory to deal with nonlinear transformations of white noise has been to interpret the corresponding limits. In this paper we show that a renormalization and centering of powers of band-limited Gaussian processes is Gaussian white noise and as a consequence, homogeneous polynomials under suitable renormalization remain white noises.

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