Random Discretization of the Finite Fourier Transform and Related Kernel Random Matrices
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DOI: 10.1007/s00041-020-09736-8
Abstract: This paper is centred on the spectral study of a random Fourier matrix, that is an $$n\times n$$ n × n matrix A with ( j , k ) entries given by $$\exp (2i\pi m… read more here.
Keywords: finite fourier; discretization finite; random; fourier transform ... See more keywords
Random discretization of stationary continuous time processes
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DOI: 10.1007/s00184-020-00783-1
Abstract: This paper investigates second order properties of a stationary continuous time process after random sampling. While a short memory process always gives rise to a short memory one, we prove that long-memory can disappear when… read more here.
Keywords: random discretization; memory; process; stationary continuous ... See more keywords