Abstract
In this paper, we introduce a new general model for random signals and adjoining harmonic processes. This model is stochastic hierarchically correlated series (SHCS). The sufficient conditions for both the wide-sense stationary property and the mean ergodic property for random harmonic (trigonometric) processes are set. Moreover, we describe a class of wide-sense stationary and mean ergodic random harmonic processes function with nonuniformly random phase.
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Karachanskaya, E. (2021). Random Harmonic Processes with New Properties. In: Karapetyants, A.N., Pavlov, I.V., Shiryaev, A.N. (eds) Operator Theory and Harmonic Analysis. OTHA 2020. Springer Proceedings in Mathematics & Statistics, vol 358. Springer, Cham. https://doi.org/10.1007/978-3-030-76829-4_13
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DOI: https://doi.org/10.1007/978-3-030-76829-4_13
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