Hypothetical question: Can white noise have an non-zero mean? Lets consider some physical process which cannot be negative, say the magnitude of magnetic field strength at a given point in space over a period of time. Let assume that this magnetic field magnitude is complete stochastic and shows no correlation in time, is it considered white noise? The magnitude of magnetic field, or any other scalar, cannot be negative. Hence the average of this process is not zero. So is this white noise or is it something else?

  • $\begingroup$ According to standard definitions the answer is no. Do you have a specific definition of "white noise" in mind that would admit a nonzero-mean exception? $\endgroup$ – whuber Sep 2 '16 at 14:19

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