Wiener-Khinchin Theorem for Nonstationary Scale-Invariant Processes
نویسندگان
چکیده
منابع مشابه
The Wiener-Khinchin Theorem for Non-wide Sense stationary Random Processes
We extend the Wiener-Khinchin theorem to nonwide sense stationary (WSS) random processes, i.e. we prove that, under certain assumptions, the power spectral density (PSD) of any random process is equal to the Fourier transform of the time-averaged autocorrelation function. We use the theorem to show that bandlimitedness of the PSD implies bandlimitedness of the generalized-PSD for a certain clas...
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A recent Letter [M. H. Lee, Phys. Rev. Lett. 98, 190601 (2007)] has called attention to the fact that irreversibility is a broader concept than ergodicity, and that therefore the Khinchin theorem [A. I. Khinchin, (Dover, New York, 1949)] may fail in some systems. In this Letter we show that for all ranges of normal and anomalous diffusion described by a generalized Langevin equation the Khinchi...
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The power spectrum of a stationary process may be calculated in terms of the autocorrelation function using the Wiener-Khinchin theorem. We here generalize the Wiener-Khinchin theorem for nonstationary processes and introduce a time-dependent power spectrum 〈S_{t_{m}}(ω)〉 where t_{m} is the measurement time. For processes with an aging autocorrelation function of the form 〈I(t)I(t+τ)〉=t^{Υ}ϕ_{E...
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The Khinchin theorem provides the condition that a stationary process is ergodic, in terms of the behavior of the corresponding correlation function. Many physical systems are governed by nonstationary processes in which correlation functions exhibit aging. We classify the ergodic behavior of such systems and suggest a possible generalization of Khinchin's theorem. Our work also quantifies devi...
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ژورنال
عنوان ژورنال: Physical Review Letters
سال: 2015
ISSN: 0031-9007,1079-7114
DOI: 10.1103/physrevlett.115.080603