On the Fourier Expansion of Stationary Random Processes
نویسندگان
چکیده
منابع مشابه
On the Fourier Expansion of Stationary Random Processes
The purpose of this note is to demonstrate that in the Fourier expansion of a quasistationary random continuous process with continuous covariance function, the amplitudes of the frequency components do not possess the desirable property of being mutually uncorrelated unless the process degenerates to a single random variable in its range of definition. Specifically we consider a real-valued co...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1953
ISSN: 0002-9939
DOI: 10.2307/2032525