Proof of Wiener-like linear regression of isotropic complex symmetric alpha-stable random variables

Abstract : This document features supplementary materials to the reference paper [1]. It provides the proof of equation (8) in [1]. This proof concerns a particular regression property of complex isotropic symmetric alpha-stable random variables (see [2]). In [1], this property is shown paramount in building efficient filters for separating symmetric alpha-stable processes. Such processes exhibit very large dynamic ranges while being locally stationary, and have been shown appropriate for audio modeling.
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Submitted on : Monday, September 29, 2014 - 2:57:30 PM
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Roland Badeau, Antoine Liutkus. Proof of Wiener-like linear regression of isotropic complex symmetric alpha-stable random variables. 2014. ⟨hal-01069612⟩

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