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Spectral Representation of Stationary Processes

  • Robert Azencott
  • Didier Dacunha-Castelle
Part of the Applied Probability book series (APPLIEDPROB, volume 2)

Abstract

Since we may identify the one dimensional torus with TT = [-π,π,[to each bounded measure v TT on we associate its Fourier transform
$$\hat \nu (n) = \int_{TT} {{e^{in\lambda }}d\nu \left( \lambda \right),\;n \in ZZ}$$

Keywords

Spectral Measure Spectral Representation Spectral Decomposition Dimensional Torus Stationary Random Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1986

Authors and Affiliations

  • Robert Azencott
    • 1
  • Didier Dacunha-Castelle
    • 1
  1. 1.Equipe de Recerche Associée au C.N.R.S. 532 Statistique Appliquée MathématiqueUniversité de Paris-SudOrsay CedexFrance

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