The concept of the Wigner distribution function is applied to stochastic signals, in particular to partially coherent light. Relations between the Wigner distribution function, the power spectrum and related subjects are formulated. Some inequalities for the Wigner distribution function are derived; one of these inequalities leads to the definition of an overall degree of coherence. The overall degree of coherence of a stochastic signal remains invariant when the signal propagates through a lossless linear system.
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