Subsections

4-1

Winner-Kintchine formula

$\displaystyle \Int f(\tau) f(t+\tau) d\tau = 2\pi \Int \left\vert \hat{f}(\omega)\right\vert^2 e^{-i\omega t} d\omega$ (19)

を証明せよ。

4-1解答

$\displaystyle \left(\text{左辺}\right)$ $\displaystyle = \Int d\tau \left[ \left( \Int d\omega'   \hat{f}(\omega') e^{-...
...ty}^{+\infty} d\omega d\omega'  \hat{f}(\omega')\hat{f}(\omega) e^{-i\omega t}$    
  $\displaystyle =2\pi \iint_{-\infty}^{+\infty} d\omega d\omega'  \delta(\omega'...
...a t}d \omega =2\pi \Int \hat{f}^*(\omega)\hat{f}(\omega) e^{-i\omega t}d \omega$    
  $\displaystyle =2\pi \Int \left\vert \hat{f}(\omega)\right\vert^2 e^{-i\omega t}d \omega =\left(\text{右辺}\right)$    

著者: 茅根裕司 chinone_at_astr.tohoku.ac.jp