Appendix A: Proofs
Last updated
Last updated
The random variables are independent then two variables:
are independent for all . Since are independent and identically distributed and
by strong law of large numbers; similarly . Hence
for some independent and identically distributed variables . Let us fix some and , then it is obvious that the function
for some random variables and , then is nothing but the Fourier transform of the atomic signal whose the horizontal and the vertical period are and respectively. Let us consider the sequence where:
Since we have proved that then the limit of the sequence is the constant variable . Also, since is continuous:
Hence .
Remark. The proof does not require that and have the same distribution. Indeed, if and then .