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Talk:Wiener–Khinchin theorem

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This is an old revision of this page, as edited by 128.143.49.243 (talk) at 19:02, 11 March 2009. The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

The second equation in this article defines the autocovariance of a stationary process, not the autocorrelation; it's needs to be normalized by dividing by the time 0 autocovariance, or just the variance of the process.