Spectral measure of a random harmonic oscillation

ID: spectral-measure-of-a-random-harmonic-oscillation

For uncorrelated zero-mean unit-variance amplitudes , the process has covariance and hence the displayed two-atom spectral measure of a stationary time series. Independence or Gaussian amplitudes are unnecessary for weak stationarity. A phase shift need not preserve the whole joint amplitude distribution, so strict stationarity cannot be inferred from these second moments alone.

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