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

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A Wiener-Wintner theorem for \(1/f\) power spectra.
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    A Wiener-Wintner theorem for \(1/f\) power spectra. (English)
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    25 May 2003
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    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.
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    generalized harmonic analysis
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    1/f noise
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    autocorrelation
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    power spectra
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    fractional Brownian motion
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