New bounds for the variation of mean-square-continuous wide-sense-stationary processes

Abstract

New bounds for real, continuous, nonnegative-definite functions are established. As an application it is shown that the variation of a real mean-square-continuous (MSC) wide-sense-stationary (WSS) process is bounded by its Maclaurin polynomials, either from below or from above depending on their degree. The least upper bound for the variation of a real MSC… (More)
DOI: 10.1109/18.382041

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Cite this paper

@article{Fleury1995NewBF, title={New bounds for the variation of mean-square-continuous wide-sense-stationary processes}, author={Bernard H. Fleury}, journal={IEEE Trans. Information Theory}, year={1995}, volume={41}, pages={849-852} }