Question: Exercise 6.9.11. Show that the spectral density f () = | | 2 determines the covariance function (k) = 2 if

Exercise 6.9.11. Show that the spectral density f (ν) =

π −|ν |

π2 determines the covariance function

σ (k) =



σ 2 if k = 0 4σ 2/(π|k|)2 if k is odd 0 otherwise.

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