Whittaker-Kotel'nikov-Shannon approximation of -sub-Gaussian random processes
Abstract
The article starts with generalizations of some classical results and new truncation error upper bounds in the sampling theorem for bandlimited stochastic processes. Then, it investigates Lp([0,T]) and uniform approximations of -sub-Gaussian random processes by finite time sampling sums. Explicit truncation error upper bounds are established. Some specifications of the general results for which the assumptions can be easily verified are given. Direct analytical methods are employed to obtain the results.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.