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Ergodicity and fourth-order spectral moments

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1 Author(s)
Picinbono, B. ; Lab. des Signaux et Syst., Supelec, Gif-sur-Yvette, France

Relationships between ergodicity and structures of fourth-order spectral moments are investigated. In particular it is shown that second-order ergodicity of a random process is directly related to the distribution of these moments on the normal manifolds of the frequency domain. This result is illustrated by various examples

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Information Theory, IEEE Transactions on  (Volume:43 ,  Issue: 4 )