Recent results in applications and processing of \(\alpha\)-stable-distributed time series (Q1925048)

The authors present a comprehensive review on the behaviour of symmetric \(\alpha\)-stable random variables and processes. The probability density function (pdf) of these is determined by Fourier transform of the following characteristic function: \[ f_{\alpha}(\gamma,a,\omega)=\text{exp}(ia\omega-\gamma |\omega|^\alpha). \] Here \(\alpha\) is the characteristic exponent restricted to the values \(0<\alpha \leq 2\), \(\gamma\) is the dispersion, and \(a\) is the location parameter of the pdf. Such type of the pdf takes place for impulsive noise. If \(\alpha=2\), that is the pdf is of Gaussian type, then \(2\gamma\) is the variance and \(a\) is the mean value. The value \(a=1\) corresponds to the Cauchy distribution with median \(a\) and dispersion \(\gamma\). It is shown that the pdf is stable. That is the linear combination of \(\alpha\)-distributed variables has the pdf with the same value \(\alpha\). Thus, the Generalized Central Limit Theorem is formulated. The aim of the paper is the investigation of \(\alpha\)-stable processes with emphasis placed on acquainting engineers with this emerging discipline in signal processing and revealing its potential applications.