Number of degrees of freedom, correlation times, and equivalent bandwidths of a random process

Abstract

New definitions for the number of degrees of freedom (NDF) of a stationary process are proposed and their general form derived for Gaussian processes. Correlation times and equivalent bandwidths, which have been important in random processes and some fields in physics, are deduced from the first-order and second-order NDF and studied.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>