ABSTRACT
This chapter deals with weakly stationary processes. Hence, the attribute 'weakly' is generally omitted. Moreover, without of loss of generality, the trend function of all processes considered is identically zero. Covariance functions of weakly stationary stochastic processes can be represented by their spectral densities. These spectral representations of covariance functions have proved a useful analytic tool in many technical and physical applications. The mathematical treatment of spectral representations and the application of the results, particularly in electrotechnics and electronics, is facilitated by introducing the concept of a complex stochastic process. The generalized function is called the spectral density of the stationary process. Regarding convergence in mean-square, any stationary process can be sufficiently closely approximated to a stationary process of structure in any finite interval.
