Get our free extension to see links to code for papers anywhere online!Free add-on: code for papers everywhere!Free add-on: See code for papers anywhere!
Abstract:In this short note, we introduce the spectral-domain $\mathcal{W}_2$ Wasserstein distance for elliptical stochastic processes in terms of their power spectra. We also introduce the spectral-domain Gelbrich bound for processes that are not necessarily elliptical.