Narrow-band systems and Gaussianity

The approach to Gaussianity of the outputy(t)of a narrow-band systemh(t)is investigated. It is assumed that the inputx(t)is ana-dependent process, in the sense that the random variablesx(t)andx(t + u)are independent foru > a. WithF(y)andG(y)the distribution functions ofy(t)and of a suitable normal process, a realistic boundBon the differenceF(y) -- G(y)is determined, and it is shown thatB rightarrow 0as the bandwidthomega_oof the system tends to zero. In the special case of the shot noise process begin{equation} y(t) = sum_i h(t - t_i) end{equation} it is shown that begin{equation} mid F(y) - G(y) mid < (omega_o/lambda) frac{1}{2} end{equation} wherelambda_iis the average density of the Poisson pointst_i.