Hi Everyone,

Suppose that I generate a time series x[n] as follows:

>>>
P is a constant value between 0 and 1

At each time step n (n is an integer):

r[n] = uniform_random(0, 1)
x[n] = (r[n] <= P) ? uniform_random(-1, 1) : x[n-1]

Where "(a) ? b : c" is the C ternary operator that takes on the value b if a is true, and c otherwise.
<<<

What would be a good way to derive a closed-form expression for the spectrum of x? (Assuming that the series is infinite.)


I'm guessing that the answer is an integral over the spectra of shifted step functions, but I don't know how to deal with the random magnitude of each step, or the random onsets. Please assume that I barely know how to take the Fourier transform of a step function.

Maybe the spectrum of a train of randomly spaced, random amplitude pulses is easier to model (i.e. w[n] = x[n] - x[n-1]). Either way, any hints would be appreciated.

Thanks in advance,

Ross.
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