Trispectrum

In mathematics, in the area of statistical analysis, the trispectrum is a statistic used to search for nonlinear interactions. The Fourier transform of the second-order cumulant, i.e., the autocorrelation function, is the traditional power spectrum. The Fourier transform of C4 (t1, t2, t3) (fourth-order cumulant-generating function) is called the trispectrum or trispectral density.

The trispectrum T(f1,f2,f3) falls into the category of higher-order spectra, or polyspectra, and provides supplementary information to the power spectrum. The trispectrum is a three dimensional construct. The symmetries of the trispectrum allow a much reduced support set to be defined, contained within the following verticies, where 1 is the Nyquist frequency. (0,0,0) (1/2,1/2,-1/2) (1/3,1/3,0) (1/2,0,0) (1/4,1/4,1/4). The plane containing the points (1/6,1/6,1/6) (1/4,1/4,0) (1/2,0,0) divides this volume into an inner and an outer region. A stationary signal will have zero strength (statistically) in the outer region. The trispectrum support is divide into regions by the plane identified above, and by the (f1,f2) plane. Each region has different requirements in terms of the bandwidth of signal required for non-zero values.

In the same way that the bispectrum identifies contributions to a signal's skewness as a function of frequency triples, the trispectrum indentifies contributions to a signal's kurtosis as a function of frequency quadruplets.

The trispectrum has been used to investigate the domains of applicability of maximum kurtosis phase estimation used in the deconvolution of seismic data to find layer structure.

The trispectrum is the non-zero stationary support for the four-dimensional non-stationary trispectrum.