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marcusl

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Please be careful: ESD and PSD (energy and power spectral density) are not interchangeable.

You are inquiring about the Wiener-Khinchin theorem, which states that the PSD is the Fourier Transform (FT) of the autocorrelation function (and vice versa). Here is an online mathematical derivation:

http://mathworld.wolfram.com/Wiener-KhinchinTheorem.html" [Broken]

The W-K is intuitively reasonable. It predicts, for instance, that a sharply peaked autocorrelation function R transforms to a broad power density spectrum. Think about a random noise signal for which R is a delta function; the FT of a delta is a uniform spectrum, and indeed random noise has a white spectrum. Other examples are also easily imagined.

I recommend that you check out the discussion in a textbook for more details. The W-K theorem is discussed in every text on Fourier transforms, signal processing, and if you are a physicist, statistical mechanics (because of the interest in characterizing random fluctuations).

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