On the Expansion of a Bivariate Distribution and Its Relationship to the Output of a Nonlinearity

摘要

The paper considers the series expansion of a bivariate distribution and the series expansion of the output of a nonlinearity, as well as the relationship between these two problems. Three distinct expansions of bivariate distributions are presented along with a constructive procedure to obtain them explicitly. The cross-covariance property and certain results on the expansion of the output of a nonlinearity are extended to a larger class of random processes. (Author)