Abstract
Memoryless nonlinear distortion of one of two Gaussian signals, x(t) and y(t), does not induce a change in the shape of the cross-correlation function ϕxy(τ) as a function of τ (Price's theorem). A similar theorem holds for a network consisting of a cascade of three elements: a linear circuit L1, a memoryless nonlinear device NL, and a second linear circuit L2. This letter presents a proof of this property with the aim to promote a discussion on general methods by which a network of this type can be analyzed.

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