25 May 2004 The description of nonstationary noise
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Proceedings Volume 5471, Noise in Complex Systems and Stochastic Dynamics II; (2004) https://doi.org/10.1117/12.547625
Event: Second International Symposium on Fluctuations and Noise, 2004, Maspalomas, Gran Canaria Island, Spain
Abstract
We obtain the Wigner-Ville spectrum of the Wiener process with arbitrary initial conditions. Two different approaches are presented leading to the same result. The solution allows one to study the stationary part, the transient part, and the initial condition dependence.
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Lorenzo Galleani, Leon Cohen, "The description of nonstationary noise", Proc. SPIE 5471, Noise in Complex Systems and Stochastic Dynamics II, (25 May 2004); doi: 10.1117/12.547625; https://doi.org/10.1117/12.547625
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