A Wiener-Wintner theorem for \(1/f\) power spectra. (Q1874633)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Wiener-Wintner theorem for \(1/f\) power spectra. |
scientific article |
Statements
A Wiener-Wintner theorem for \(1/f\) power spectra. (English)
0 references
25 May 2003
0 references
The Wiener-Wintner theorem, which says that a bounded Radon measure is a power spectrum for some signal, is extended to positive unbounded Radon measures. Wiener's generalized harmonic analysis is adapted to deal with \(1/f\) noise, due to the extension for the case of \(1/f\) power spectra. The paper has four sections presenting the problem, the mathematical background and notations. The main extension theorem is presented in the third section, and in the last one the details of the proof are given.
0 references
generalized harmonic analysis
0 references
1/f noise
0 references
autocorrelation
0 references
power spectra
0 references
fractional Brownian motion
0 references