3rd French conference on acoustics
J. Phys. IV France 04 (1994) C5-1353-C5-1356
La transformation logarithme des processus stochastiques, ergodicitéM. MAURIN
INRETS-LEN, Case 24, 69675 Bron cedex, France
Classical definition of equivalent noise levels LeqΔt (see below eq.1) implies some special time Processes with Stationary Increments, Independent (PSII), or no (PSI). With PSII LeqΔt are independent then tritely ergodic, but for mere PSI LeqΔt ar not independent nor ergodic. As Leq are transformed random variables with logarithm, logarithm transform deserves to be investigated in relation to stochastic processes properties, and specially to ergodicity. In this way it is shown the logarithm of a positive stationary ergodic process Zt is itself stationary and ergodic under very weak conditions.
© EDP Sciences 1994