ON THE EXISTENCE OF GAUSSIAN NOISE
Don E. Johnson, P.S.V. Subba Rao · 1991
The dependence structure and the amplitude distribution of stationary random sequences are linked, with specification of one placing constraints on the other. Time-reversible processes can be Gaussian or non-Gaussian, but all Gaussian processes must be time reversible. We examine the thermodynamics of measurement, showing that while ‘‘information” can be extracted from a system without altering system entropy, mat measurement techniques irreversibly alter thermodynamic state with a consequent entropy increase. Because of the second law of thermodynamics, such entropy changes cannot be undone and measurements reflecting thermodynamic state cannot be time reversible. We conclude that physical measurements are not time reversible, implying that onZy non-time-reversible processes model physically relevant signals. Consequently, Gaussian processes would seem to be imprecise representations of physical measurements.