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

Covariance 

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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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