A paradox on the spectral representation of stationary random processes
Mohammad Mohammadi, Adel Mohammadpour, Afshin Parvardeh
TL;DR
This paper discusses a paradox related to the spectral representation of stationary random processes, highlighting unexpected or counterintuitive aspects of their spectral analysis.
Contribution
It reveals a paradox in the spectral representation of stationary processes, challenging existing assumptions or interpretations.
Findings
Identification of a paradox in spectral representation
Implications for understanding stationary processes
Potential need to revise spectral analysis methods
Abstract
In this note our aim is to show a paradox in the spectral representation of stationary random processes.
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Taxonomy
TopicsStochastic processes and financial applications · Financial Risk and Volatility Modeling · Mathematical Dynamics and Fractals