# Definition issue frequency domain - Random Signal Processing

1. Apr 9, 2013

### Tamis

Hello i have a question about Random Signal Processing and the frequency domain. If i understand correctly one cannot use the Fourier transform to represent a stochastic process in the frequency domain. What is therefore used is the Power Spectral Density:

$S_X(f)=F\{R_X(\tau)\}$​

Were $F$ denotes the fourier transform and $R_X(\tau)$ the auto correlation of the stochastic process $X$.

Now in the text i read definitions like $H(f)=\frac{Y(f)}{W(f)}$ were $W(f)$ is the input stochastic process. And i'm confused, is $W(f)$ the same as $S_W(f)$ or are they different?