Re: Bispecrum
Hey,
The book "Probability, Random Variables and Stochastic
Processes" (Papoulis and Pillai, 4th Ed) has a good intro section on
it (section 10-7).
I think the material in this matlab toolbox might also be of help
(High Order Spectral Estimation):
http://www.mathworks.com/matlabcentral/fileexchange/3013
There is also a good tutorial on HOSA by Mendel (Proceedings of the
IEEE 79 (3) , March 1991)
.
Relevant Pages
- Re: Z=X-Y for X and Y uniform
... You can refer to "Probability, Random Variables and Stochastic ... Processes" by A. Papoulis etc. ... (sci.math) - soln manual req
... need a solution manual for 'prob. ... random variables and stochastic ... process' by papoulis and pillai.. ... (sci.math) - Re: Random variable concept
... the probability that a sample drawn from f lands in E is given by the ... might be to identify random variables with probability density ... But note a RV maps a probability space to a measurable space while probability space is not a function. ... The problem is that because the probability function is defined on a sigma-algebra it maps compound events to real numbers. ... (sci.math) - Re: Analysis Tool Pack: Random function help
... In Excel Help. ... Click the distribution method you want to use to create random values. ... Characterized by a probability of success on a given trial. ... Bernoulli random variables have the value 0 or 1. ... (microsoft.public.excel.programming) - Re: Integration and metric space
... You're talking about random variables. ... A is a sigma-algebra on Omega and P is a probability ... A random variable is a measurable function on Omega. ... predefined measure on M, nor an predefined sigma-algebra. ... (sci.math) |
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