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On 05/07/2011 01:25 PM, Lars R. wrote:
> On 07/05/11 12:48, Invisible wrote:
>> Suppose you have 1,000 numbers chosen at random with a uniform
>> distribution [-1, +1]. Now suppose you take the discrete Fourier
>> transform of this sequence of numbers. Since the input is random, the
>> output is also random. But what distribution does it follow?
>
> Hum... isn't it white noise?
Yes it is. But it's /uniform/ white noise rather than the more usual
/Gaussian/ white noise. It's also a real-world realisation of the
theoretical concept of white noise. Theoretical noise has a perfectly
flat spectrum, but any real-world sample of it does not.
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