A Wiener-Wintner theorem for \(1/f\) power spectra. (Q1874633)

From MaRDI portal
Revision as of 11:55, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
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
    0 references
    0 references
    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

    Identifiers