2018
Dec
06

# Colloquium: Naomi Feldheim (Bar-Ilan) - A spectral perspective on stationary signals

2:30pm to 3:30pm

## Location:

Manchester Building (Hall 2), Hebrew University Jerusalem

A ``random stationary signal'', more formally known as a Gaussian stationary function, is a random function f:R-->R whose distribution is invariant under real shifts (hence stationary), and whose evaluation at any finite number of points is a centered Gaussian random vector (hence Gaussian).
The mathematical study of these random functions goes back at least 75 years, with pioneering works by Kac, Rice and Wiener, who were motivated both by applications in engineering and
by analytic questions about ``typical'' behavior in certain classes of functions.