Cross-spectrum 2026-10-25
A cross-spectrum relates the Fourier transforms of two random fields or two stochastic processes. The cross-spectrum of two stationary time series gives the discrete-time case.
For statistically homogeneous random fields, the three-dimensional cross-power spectrum is defined byunder the Fourier transform convention . For isotropic fields it depends only on . A deterministic relation implies . An angular cross-power spectrum is defined analogously from spherical harmonic coefficients.