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has been cited by the following article:

• TITLE: A Novel Method with Martingale Theory for Phase Noise Analysis in Coherent Optical Communication

  AUTHORS: Chengle Sui, Qiangmin Wang, Shilin Xiao, Pingqing Li

  KEYWORDS: Martingale; Brownian Motion; Ito Itegral; Derivation of Moments; Phase Noise

  JOURNAL NAME: Optics and Photonics Journal, Vol.3 No.2B, July 19, 2013

  ABSTRACT: Phase noise has a great influence on the performance of coherent optical communication. In this paper, martingale theory is introduced to analyze the phase noise effect for the first time as far as we know. Through Fubini’s Theory and martingale representation theory, we proved that , which denotes the phase noise effect, is a predictable martingale. Then Ito’s formula for solution to stochastic differential equation is utilized for the analysis of phase noise effect. Using our method, a nonrecursive formula for the moments of phase noise is derived and signal-noise-ratio (SNR) degradation in coherent optical OFDM due to phase noise is calculated with our method.