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Fourier series for a random function

  1. May 22, 2014 #1
    Hello!

    My problem consists of :
    there is a representation of an uneven surface in terms of Fourier series with random coefficients:
    ec431c6bff5d.jpg

    The random coefficients are under several conditions:
    359609e3105e.jpg

    W - function is undefined.

    Maybe you've confronted with such kind of expressions.
    The question is : how to determine P-coefficients? Maybe they can be presented by means of some well-known probability density distributions or smth with a help of Monte-Carlo numerical methods?

    Thank you in advenced.
     
  2. jcsd
  3. Jul 2, 2014 #2
    I'm sorry you are not generating any responses at the moment. Is there any additional information you can share with us? Any new findings?
     
  4. Jul 2, 2014 #3

    mathman

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    Science Advisor
    Gold Member

    All the conditions say the coefficients have mean 0 and are uncorrelated. Otherwise any distributions with the given second moments is possible.

    There appears to be an error in the Russian (I can't read Russian). The correlation =0 for m≠m' OR n≠n' while the correlation is the second moment for m=m' AND n=n'.
     
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