The power density spectrum of a real process X(t) is an even function i.e., Sxx (-0) = Sxx (@) X(t) is real

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Prove the theorem 

(3)
The power density spectrum of a real process X(t) is an even function
i.e.,
Sxx (-@) = Sxx (@)
X(t) is real
Transcribed Image Text:(3) The power density spectrum of a real process X(t) is an even function i.e., Sxx (-@) = Sxx (@) X(t) is real
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