2022
DOI: 10.48550/arxiv.2203.16253
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The amplitude modulation of Gaussian noise is a fingerprint of Gaussianity

Abstract: Here we introduce a new approach for Gaussianity testing using the envelope of a signal. The coefficient of variation ( std mean ) of the envelope (CVE) of zero-mean Gaussian noise is a universal constant equal to m = (4 − π)/π ≈ 0.523. Thus, for any signal the result CVE = m can be used as a fingerprint to assess Gaussianity. Interestingly, the CVE is also unique for uniform noise time series or low density Filtered Poisson Processes. Here we summarize the mathematics and computer methods behind using the CVE… Show more

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Cited by 2 publications
(1 citation statement)
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“…Here, we used envelope analysis to characterize the human alpha rhythm. Envelope analysis offers an elegant time-domain method to assess Gaussianity based on the study of the envelope signal (Hidalgo et al, 2022). Previous studies regarding EEG Gaussianity can now be reassessed by envelope analysis (e.g.…”
Section: Discussionmentioning
confidence: 99%
“…Here, we used envelope analysis to characterize the human alpha rhythm. Envelope analysis offers an elegant time-domain method to assess Gaussianity based on the study of the envelope signal (Hidalgo et al, 2022). Previous studies regarding EEG Gaussianity can now be reassessed by envelope analysis (e.g.…”
Section: Discussionmentioning
confidence: 99%