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 Mar17 awarded Nice Answer Feb17 awarded Favorite Question Nov9 awarded Good Answer Nov9 awarded Yearling Sep30 awarded Explainer Jul2 awarded Curious Jun5 awarded Good Question Nov9 awarded Yearling Jul1 awarded Notable Question Jun3 awarded Popular Question May7 awarded Caucus May1 reviewed Leave Open Existence of functions/sequences with certain properties May1 revised Interchange differential operator with Lebesgue integral. edited body May1 comment Interchange differential operator with Lebesgue integral. @fgp A reference is an answer. Getting downvoted and being received negatively after taking the effort and time to write a reference for a result I know where to find (and for which I do not wish to re-transcribe the theorems in the reference) just makes want to stop answering such questions in the future. May1 comment Product of stationary stochastic process @phil12 It is not a good idea to ask two questions in one post. Anyway as hint, write $f_z$ as a function of $\gamma_z$, replace $\gamma_z$ by the product found in the first question, apply the inverse transform to $\gamma_x$, interchange summation and integration (after justifying why you could do it), apply the inverse transform to $\gamma_y$ and you've got your answer. Apr30 comment Sum of stationary process Which stationarity concept are you using? Strict stationarity, covariance stationarity etc...? Apr30 answered Product of stationary stochastic process Apr30 comment Lebesgue measure on $\mathbb{R}$ is not a probability measure en.wikipedia.org/wiki/%CE%A3-finite_measure#Lebesgue_measure Apr30 answered Interchange differential operator with Lebesgue integral. Apr30 answered densities being absolutely continuous wrt Lebesgue measure