Exact Autocorrelation of the Multiplicative Inverse of a Non-Zero-Mean Complex Gaussian Process
We study the spectral properties of a stochastic process obtained by multiplicative inversion of a non-zero-mean complex Gaussian process. We show that its autocorrelation function and power spectrum exist for most regular processes, and we derive a first order differential equation for the autocorrelation function, which follows from a demonstrated recurrence relation between the coefficients of its series expansion. Finally, we obtain a closed-form expression of the autocorrelation function based on the first and second order statistics of the underlying Gaussian process.