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Infinite-aperture spectral normalization (F(dν)=limL→∞​L2π​E∣EL​(ν)∣2dν)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Time series Stationary process Weakly stationary process Spectral measure of a stationary random field
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For the Fourier transform EL​(ν)=(2π)−1∫−L/2L/2​E(z)e−iνzdz of a stationary random field, the periodogram measure (2π/L)E∣EL​(ν)∣2dν converges weakly to the spectral measure of a stationary random field. The expected squared modulus is (4π2)−1∫−LL​(L−∣ζ∣)C(ζ)e−iνζdζ. The factor 2π/L follows from Parseval identity, and preserves the total power per unit length. It also avoids meaningless squares of Dirac delta distributions for coherent plane-wave components.

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  1. Spectral measure of a stationary random field
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  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 335 / 1 / b / Solution
  • Spectral acoustic flux

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