White Noise

White noise is a random signal or process with a flat power spectral density. In other words, the signal contains equal power within a fixed bandwidth at any center frequency. White noise draws its name from white light in which the power spectral density of the light is distributed over the visible band in such a way that the eye's three color receptors (cones) are approximately equally stimulated.

In statistical sense, a time series r_t is characterized as having weak white noise if {r_t} is a sequence of serially uncorrelated random variables with zero mean and finite variance. Strong white noise also has the quality of being independent and identically distributed, which implies no autocorrelation. In particular, if r_t is normally distributed with mean zero and standard deviation σ, the series is called a Gaussian white noise.

An infinite-bandwidth white noise signal is a purely theoretical construction. The bandwidth of white noise is limited in practice by the mechanism of noise generation, by the transmission medium and by finite observation capabilities. A random signal is considered "white noise" if it is observed to have a flat spectrum over a medium's widest possible bandwidth.