The Wigner distribution of a square-integrable complex function is the time-frequency function
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(1)
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Its marginal integrals, interpreted weakly when necessary, recover the position and frequency energy densities,
|
(2)
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(3)
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where
is the Fourier transform with kernel
. If
, both marginals are probability
density functions. Under this normalization, the real-valued Wigner distribution
is a quasiprobability distribution, since it need not be nonnegative and therefore
need not be a joint probability density
function.