Question about PDF of a bandpass stochasic process

Discussion in 'Probability' started by Jeroen, Aug 31, 2011.

  1. Jeroen

    Jeroen Guest

    Hi all,

    Introducing my questions: a bandpass stochastic process n(t) can be represented using its quadrature baseband components:

    n(t) = n_c(t)cos(w_c*t) - n_s(t)sin(w_c*t)

    While playing with this, simulations seem to show that:

    PDF_n(x) = PDF_c(x) = PDF_s(x)

    So, n(t) as well as its quadrature baseband components have the same PDF. Some rude fiddling with signal theory (I may do some thing wrong..) seems to back this up.

    My questions:

    1) Is it true that PDF_n(x) = PDF_c(x) = PDF_s(x)?
    2) Is it a known result? I could not find anything on this subject...

    Kind regards,

    Jeroen, Aug 31, 2011
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