Narrow-Band Systems and Gaussianity
POLYTECHNIC INST OF BROOKLYN FARMINGDALE NY
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The approach to Gaussianity of the output yt of a narrowband system ht is investigated. It is assumed that the input xt is an a-dependent process in the sense that the random variables xt and xtu are independent for u a. With Fy and Gy the distribution function of yt and of a suitable normal process, a realistic bound B of the difference Fy - Gy is determined and it is shown that B approaches 0 as the bandwidth omega sub 0 of the system tends to zero.