The top answer to this question: Power spectral density vs Energy spectral density states:

However if random process is stationary, then it is for sure that it has some finite power over some band of frequencies

Why is that? Also, is stationarity a necessary condition for a process to have finite power over a band of frequencies?

  • 1
    $\begingroup$ The highlighted statement above is false. Read this answer. $\endgroup$ Oct 28 '13 at 2:01

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.