Statistics of tricoherence

Statistics of the estimates of tricoherence are obtained analytically for non-linear harmonic random processes with known true tricoherence. Expressions are presented for the bias, variance, and probability distributions of estimates of tri-coherence as functions of the true tricoherence and the number of realizations averaged in the estimates. The expressions are applicable to arbitrary higher-order coherence and arbitrary degree of interaction between modes. Theoretical results are compared with those obtained from numerical simulations of nonlin-ear harmonic random processes. Estimation of true values of tricoherence given observed values is also discussed.