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abalter
  • Member for 9 years, 8 months
  • Last seen more than 4 years ago
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Does the autocorrelation function completely describe a stochastic process?
This is a fantastic mini-course in the definition of stationary processes. I've never seen anything like it--laid out so methodically and clearly. Community Wiki?
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What does the exponential term in the Fourier transform mean?
Edited to include additional information such as the definition of the Fourier Transform and make notation consistent.
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What does the exponential term in the Fourier transform mean?
@MattL. Do I need $\omega$? The Fourier Transform has $e^{i \omega t}$, but in the series, "$n$" takes the place of $\omega$. Isn't that right?
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