Applied Mathematics

ISSN Print: 2152-7385    ISSN Online: 2152-7393

Call For Papers

    Special Issue on White Noise Analysis

    Any of the two different time in the time domain signal of white noise is not related. Therefore, the autocorrelation function of white noise is the impulse function, and its power spectral density power spectral density is constant. In other words, white noise is a random signal or random process with a constant power spectral density. The gauss white noise is that the signal contains all the frequency components from negative infinity to positive infinity, and the weight of each frequency component in the signal is the same. The ideal white noise has infinite bandwidth. In fact, we often take the signals with limited bandwidth as the white noise, so as to facilitate the mathematical analysis.

    In this special issue, we intend to invite front-line researchers and authors to submit original researches and review articles on exploring white noise analysis. Potential topics include, but are not limited to:

    • Mathematical analysis of white noise
    • Generation methods of gauss white noise
    • Statistical properties of gauss white noise sequence spectrum
    • Frequency domain and time domain analysis of white noise
    • Additive gauss white noise
    • White noise random process
    • White noise random vector
    • Application of white noise sequence

    Authors should read over the journal’s For Authors carefully before submission. Prospective authors should submit an electronic copy of their complete manuscript through the journal’s Paper Submission System.

    Please kindly notice that the “Special Issue” under your manuscript title is supposed to be specified and the research field “Special Issue – White Noise Analysis” should be chosen during your submission.

    According to the following timetable:

    Submission Deadline

    August 30th, 2019

    Publication Date

    October 2019

    Guest Editor:

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    Please contact Editorial Assistant at