Stochastic integral operator model for IS, US and WSSUS channels

DOI10.1007/S11868-017-0208-XzbMATH Open1407.60068arXiv1609.09591OpenAlexW3100508301MaRDI QIDQ1782228FDOQ1782228

Authors: Onur Oktay 

Publication date: 19 September 2018

Published in: Journal of Pseudo-Differential Operators and Applications (Search for Journal in Brave)

Abstract: In this article, we proved that, under weak and natural requirements, uncorrelated scattering (in particular WSSUS) channels can be modeled as stochastic integrals. Moreover, if we assume (not only uncorrelated but also) independent scattering, then the stochastic integral kernel is an additive stochastic process. This allows us to decompose an IS channel into a sum of independent channels; one deterministic, one with a Gaussian kernel, and two others described by the Levy measure of the additive process.

Full work available at URL: https://arxiv.org/abs/1609.09591

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zbMATH Keywords

additive processstochastic integralsLevy measureWSSUS

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Communication theory (94A05) Stationary stochastic processes (60G10) Random measures (60G57) Stochastic integrals (60H05) Random linear operators (47B80) Random nonlinear operators (47H40) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited In (1)

• The device for numerical-analytical modeling of signal characteristics in a stochastic information channel

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