Proof of Wiener-like linear regression of isotropic complex symmetric alpha-stable random variables

Abstract

This document features supplementary materials to the reference paper [1]. It provides the proof of equation (8) in [1]. This proof concerns a particular regression property of complex isotropic symmetric alpha-stable random variables (see [2]). In [1], this property is shown paramount in building efficient filters for separating symmetric alpha-stable processes. Such processes exhibit very large dynamic ranges while being locally stationary, and have been shown appropriate for audio modeling

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