Wiener–Khinchin theorem
Teorema de Wiener-Khinchin
- Date
- 1930-1934 · confidence low
- Place
- Cambridge, Massachusetts, United States
- Credited to
- Andréi Kolmogórov, Norbert Wiener y Aleksandr Jinchin
- Field
- Knowledge & symbols
What was discovered
The Wiener–Khinchin theorem, in applied mathematics and statistics, states that the power spectral density of a wide-sense-stationary random process equals the Fourier transform of its autocorrelation function. It was formulated by Norbert Wiener (1930) and Aleksandr Khinchin (1934), building on Einstein's earlier work on Brownian motion.
What it led to
- Central tool of spectral analysis of random signals
- Basis of digital signal processing and telecommunications
- Application in the study of noise and random vibrations