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1. Variances
Statistical methods are generally used to study random phenomena. In the case of Gaussian noise, two quantities suffice to define its probability law: the mean value and the variance . It is the variance, of course, that will enable us to characterize oscillator instabilities.
1.1 True variance
Let's consider a sequence of samples of normalized instantaneous frequency deviation, which we assume to be stationary and ergodic. Let's denote I
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Variances
Phase noise measurement
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