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Why is Power spectral density of random walk noise defined despite it being non-stationary? [duplicate]
However, random walk noise is a non-stationary process, and as far as I know PSD is only defined for stationary processes. For non-stationary processes, the PSD would also be time dependent. … EDIT: I have been made aware that my question is also similar to this one: Power Spectral Density of Brownian Motion despite non-stationary …