5. Application to second-order stationary processes

In this section, we discuss the application of distributions to the study of certain random signals. This method – undoubtedly insufficiently used in practice – can be very useful in the spectral analysis of random signals. First, we briefly review the main properties of the autocorrelation function of a second-order stationary process . Then, using a few examples of processes used in signal theory, we will show how the properties of distributions can be used.