This paper proved that a frequency stochastic sequence obtained from a stationarily correlated time series by using discrete Fourier transform is orthogonal.
本文证明了时间域内的平稳相关序列经离散傅里叶变换之后,听得到的是频域内的正交随机序列。
As corollaries, the classical strong laws of large number for stochastic sequence and the strong laws of large number for arbitrary stochastic sequence are obtained.