Phase properties of a class of random processes
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The probability structure of the phase derivative of a class of random processes is derived in the time- and frequency-domains. It is shown that in the time-domain the phase derivative reflects the spectral properties of a stationary random process; whereas in the frequency-domain the phase derivative reflects the non-stationary character of a modulated white-noise random process. The analysis provides a theoretical basis for the qualitative conclusions drawn in some recent investigations regarding the properties of the phase derivatives of earthquake ground accelerations.
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