January 1, 1980

On the statistics of K-distributed noise

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Abstract

When the number of steps in a random walk varies, the distribution of the resultant vector components in the limit of large mean step number may be non-Gaussian. The statistics and temporal correlation properties of one class of such non-Gaussian limit distributions are derived and some of its potential applications are reviewed briefly.

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E. Jakeman (Tue,) studied this question.

synapsesocial.com/papers/6a215cb8570f73dd9ac3f6bb — DOI: https://doi.org/10.1088/0305-4470/13/1/006

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Authors

E. Jakeman

University of Nottingham

Journals

Journal of Physics A Mathematical and General

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Institutions

Worcestershire Royal Hospital

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On the statistics of K-distributed noise

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Abstract

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Journals

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References and Citations

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