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Some spectral properties of weighted random processes

1959; Institute of Electrical and Electronics Engineers; Volume: 5; Issue: 3 Linguagem: Inglês

10.1109/tit.1959.1057503

1557-9654

H. S. Shapiro, R. A. Silverman,

Scientific Research and Discoveries

We study the power spectrum and, more generally, the spectral covariance of weighted stationary processes. It is found that if the power spectrum of the underlying stationary process is suitably well behaved and properly matched to the weight function, then the high-frequency behavior of the power spectrum and spectral covariance is especially simple. Asymptotic theorems describing this behavior precisely are given.