The autocorrelation function of the Poisson increment process is given by for IT|>E R(T) = 22 + Itl for It|Se 1. Prove that its spectral density is given by 42 sin? (@ e/2) S(@) = 2n 2² 8() +

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The autocorrelation function of the Poisson increment process is given by
for |t|>e
R(t) =
for It|<e
Prove that its spectral density is given by
42 sin? (@ e/2)
S(@) = 27 A² 8(@) +
E w?
Transcribed Image Text:The autocorrelation function of the Poisson increment process is given by for |t|>e R(t) = for It|<e Prove that its spectral density is given by 42 sin? (@ e/2) S(@) = 27 A² 8(@) + E w?
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