 Spectral measure of a stationary random field

A second-order stationary complex random field on the line has uncentered correlation $C(\zeta )=\mathbb{E}[E(z+\zeta )\overline{E(z)}]$. When this correlation is continuous, its Fourier transform is a finite positive measure $F$ characterized by $C(\zeta )=\int e^{i\nu \zeta }F(d\nu )$. Its total mass is $\mathbb{E}|E(z){|}^2$. If it has a density, $S(\nu )=(2\pi {)}^{-1}\int C(\zeta )e^{-i\nu \zeta }d\zeta$. A constant mean $m$ contributes $|m{|}^2{\delta }_0$; the remaining measure is the covariance spectrum. This uncentered convention is useful for coherent and diffuse wave fields.