Finding the variance of the real part and imaginary part of


Finding the variance of the real part and imaginary part of the DFT series:

Z(wk) = n^(-1/2) * Summation from 1 to (n-1) of (Yt*e^(-itwk) where Yt are iid having variance p and mean zero

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Electrical Engineering: Finding the variance of the real part and imaginary part of
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