View source for Spectral function of a stationary stochastic process

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''spectral function of a homogeneous random field in an $n$-dimensional space, spectral distribution function''

A function of the frequency $\lambda$, or of a wave vector $\lambda=(\lambda_1,\ldots,\lambda_n)$, respectively, occurring in the spectral decomposition of the covariance function of a [[Stochastic process|stochastic process]] which is stationary in the wide sense, or of a [[Random field|random field]] in an $n$-dimensional space which is homogeneous in the wide sense, respectively (cf. [[Spectral decomposition of a random function|Spectral decomposition of a random function]]). The class of spectral functions of stationary stochastic processes coincides with that of all bounded monotonically non-decreasing functions $\lambda$, and the class of spectral functions of homogeneous random fields coincides with the class of functions in $n$ variables $\lambda_1,\ldots,\lambda_n$ differing only by a non-negative constant multiplier from $n$-dimensional probability distribution functions.