Skip to main content
1 of 3
Alexander Chervov
  • 24.9k
  • 20
  • 102
  • 209

Stochastic process with Bessel function autocorrelation. (Rayleigh (Jakes) fading for radiowave propagation)

Have the stochastic following process f(t) been studied in mathematics ? It is stationary, Gaussian, f(t) - complex independent Gaussians N(0,1). The autocorrelation is given by the zeroth-order Bessel function of the first kind: $J_{0} (\tau)$.

In radio wave propagation it is called Rayleigh fading or sometimes Jakes fading model. And it is often used in signal processing. So I wonder that it might be some studies of this process in mathematics, which might give me some new point of view on it.

Alexander Chervov
  • 24.9k
  • 20
  • 102
  • 209