Marginals vs. covariance in joint distribution theory

Research output: Contribution to journalConference article

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Abstract

Recently, Cohen has proposed a method for constructing joint distributions of arbitrary physical quantities, in direct generalization of joint time-frequency representations. In this paper, we investigate the covariance properties of this procedure and caution that in its present form it cannot generate all possible distributions. Using group theory, we extend Cohen's construction to a more general form that can be customized to satisfy specific marginal and covariance requirements.

Original languageEnglish (US)
Pages (from-to)1021-1024
Number of pages4
JournalICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2
StatePublished - Jan 1 1995
EventProceedings of the 1995 20th International Conference on Acoustics, Speech, and Signal Processing. Part 2 (of 5) - Detroit, MI, USA
Duration: May 9 1995May 12 1995

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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