# Spectral function of a stationary stochastic process

*spectral function of a homogeneous random field in an -dimensional space, spectral distribution function*

A function of the frequency , or of a wave vector , respectively, occurring in the spectral decomposition of the covariance function of a stochastic process which is stationary in the wide sense, or of a random field in an -dimensional space which is homogeneous in the wide sense, respectively (cf. 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 , and the class of spectral functions of homogeneous random fields coincides with the class of functions in variables differing only by a non-negative constant multiplier from -dimensional probability distribution functions.

**How to Cite This Entry:**

Spectral function of a stationary stochastic process.

*Encyclopedia of Mathematics.*URL: http://encyclopediaofmath.org/index.php?title=Spectral_function_of_a_stationary_stochastic_process&oldid=13090