Possible errors in inferring from sampled data the spectrum of a physical quantity's fluctuations

Andrea De Marchi, Letizia Lo Presti · 2002

It is shown that sampled measurements of a physical quantity can produce spectral aliasing and partially mask the real spectrum of its fluctuations with excess noise. The latter appears as a white process in both spectral and variance analysis. It is argued that, conversely, no easy conclusion on the real statistical properties of a quantity's fluctuations can be made based on sampled measurements.

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