Fourier series for a random function

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SUMMARY

The discussion focuses on determining P-coefficients for a Fourier series representation of an uneven surface with random coefficients. The coefficients are characterized by a mean of 0 and uncorrelated conditions, with potential solutions involving well-known probability density distributions and Monte-Carlo numerical methods. The correlation structure is clarified, indicating that correlation equals 0 for m≠m' or n≠n', while it represents the second moment for m=m' and n=n'.

PREREQUISITES
  • Understanding of Fourier series representation
  • Knowledge of probability density functions
  • Familiarity with Monte-Carlo numerical methods
  • Basic concepts of correlation and statistical moments
NEXT STEPS
  • Research methods for deriving P-coefficients in Fourier series
  • Explore various probability density distributions applicable to random coefficients
  • Learn about Monte-Carlo simulation techniques for numerical analysis
  • Investigate the implications of correlation structures in random processes
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Mathematicians, statisticians, and engineers working with stochastic processes, particularly those interested in Fourier analysis and random function representations.

sukharef
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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.
 
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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?
 
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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