1
vote
0answers
17 views

Are these statements of my professor about periodicity of harmonic processes in time series analysis correct?

Assume $X_t$ is a harmonic stochastic process, i.e., $$X_t = \sum_{j=-k}^k A_j \exp(i \lambda_j t)$$ where the frequencies $\lambda_j$ are given and $A_j$ are uncorrelated random variables with zero ...
2
votes
2answers
99 views

Prove Parseval Identity for $f \in C(\Bbb T) 2\pi$ periodic continuous functions

Question: Prove Parseval Identity for $f \in C(\Bbb T) $ $2\pi$ periodic continuous functions $$ \frac{1}{2 \pi} \int_{-\pi}^\pi |f(x)|^2 dx =\sum_{n=-\infty}^\infty |\hat f(n)|^2 $$ Thoughts: We ...
2
votes
2answers
120 views

Fourier Series and periodicity

Let $f$ be a $2 \pi$-periodic piecewise continuous function and let \begin{equation} f(x) \sim \frac{a_{0}}{2}+\sum_{n=1}^{\infty}\left[a_{n}\cos{nx}+b_{n}\sin{nx} \right] \tag{*} \end{equation} ...
0
votes
0answers
66 views

A general theorem for periodic sequences?

I wonder whether from a very formal point of view one could regard with certainty the following statement on periodic sequences (1) as directly proven through Fourier's theorem (ref. inverse discrete ...
6
votes
2answers
338 views

How to expand the Fourier series for $f(x)=\max \{0, \frac{\pi}{2}-\lvert x\rvert \} $?

My Question: My Goal is to determine the Fourier series for $f(x)=\max \{0, \frac{\pi}{2}-\lvert x\rvert \} \quad$ for $x \in [-\pi, \pi ]$ This function is $2\pi$-periodic. My Approach: i found ...
3
votes
2answers
181 views

Show that a the periodic function is even in a specific interval

I have just started to learn about Fourier series, and Even/Odd functions. I am supposed to show that the function below is even in the given period. I assumed that if I tried solving the $B_n$ it ...
2
votes
0answers
233 views

Fourier Series problem

Suppose you are given the following information about a continuous-time periodic signal, $x(t)$, with period $6$ and its Fourier series coefficients $(a_k)$, (1)-(4). Using the synthesis equation, ...
2
votes
1answer
124 views

Relation on fourier coefficients implies smoothness for a periodic continuous function

I just came across with the following question.. suppose we are given a periodic function of period $2\pi$. We define $a_n$ and $b_n$ to be the Fourier coefficients of $f$. To be precise, we have ...
1
vote
0answers
32 views

Asymptotic order of some sums with the Fourier coefficients

Given $f\in C^{w}[0,1]$ with periodic conditions $f(0)^{(j)}=f(1)^{(j)},\ j=0,\dots, w-1$ and its Fourier series are $f(x)=\sum_{l}f_{i}\exp(2\pi ix)$. I need to find the asymptotic order of errors ...
0
votes
1answer
230 views

Fourier Coefficients of periodic function

Consider a Function $f\in L^2(\mathbb{T})$. Is there any lower bound for the decay of the Fourier coefficients $$\hat{f}(n)=\frac{1}{2\pi}\int_{-\pi}^{\pi} f(t) e^{-int} dt$$ known? There are a lot ...