Re: [music-dsp] Statistics on the (amplitude) FFT of White Noise

2014-11-01 Thread Ethan Duni
The most basic Walsh-Hadamard Transform does precisely as much mixing as a DCT/DST/FFT of similar length. Sure - and we'd expect WHT coeffs of iid noise to be Gaussian right? My intent with the scare quotes on mixing there was a hand-wave to the various relaxed conditions wherein the CLT still

Re: [music-dsp] Statistics on the (amplitude) FFT of White Noise

2014-11-01 Thread Andreas Tell
On 01 Nov 2014, at 02:39, Ethan Duni ethan.d...@gmail.com wrote: The expectation value of the signal over the ensemble of all unitary transforms with a suitable measure (like Haar). The expected value you describe is equal to the zero signal (this follows immediately from symmetry), not a

[music-dsp] [admin] music-dsp FAQ

2014-11-01 Thread douglas repetto
Hi, Just a reminder that if you are new to the list you should read the music-dsp FAQ. It contains answers to both technical _and_ adminstrative questions that often come up on the list. If your question appears in the FAQ it is safe to assume that it has been discussed on the list many times in