Appendix A: Proofs

Fourier transform of complex atomic signals

Substitute the atomic signal:

wi(x,y)=Ae2iπ(xXi+yYi) (0x<M,0y<N)\begin{equation*} w_i\left(x,y\right) = A e^{2i\pi\left(\frac{x}{X_i} + \frac{y}{Y_i}\right)} \ \left(0 \leq x < M, 0 \leq y < N \right) \end{equation*}

into the discrete Fourier transform:

F(u,v)=1M×Nx=0M1y=0N1wi(x,y)e2iπ(xuM+yvN)\begin{equation*} F(u,v) = \frac{1}{M \times N} \sum\limits_{x = 0}^{M - 1} \sum\limits_{y = 0}^{N - 1} w_{i}(x,y) e^{2i\pi \left(\frac{x u}{M} + \frac{y v}{N}\right)} \end{equation*}

We have

F(u,v)=AM×Nx=0M1y=0N1e2iπ(xXi+yYi)e2iπ(xuM+yvN)\begin{equation*} F\left(u,v\right) = \frac{A}{M \times N} \sum\limits_{x = 0}^{M - 1} \sum\limits_{y = 0}^{N - 1} e^{2i\pi\left(\frac{x}{X_i} + \frac{y}{Y_i}\right)} e^{2i\pi \left(\frac{x u}{M} + \frac{y v}{N}\right)} \end{equation*}

Moreover

x=0M1y=0N1e2iπ(xXi+yYi)e2iπ(xuM+yvN)=x=0M1y=0N1e2iπx(1Xi+uM)e2iπy(1Yi+vN)=(x=0M1e2iπx(1Xi+uM))(x=0N1e2iπx(1Yi+vN))\begin{align*} &\sum\limits_{x = 0}^{M - 1} \sum\limits_{y = 0}^{N - 1} e^{2i\pi\left(\frac{x}{X_i} + \frac{y}{Y_i}\right)} e^{2i\pi \left(\frac{x u}{M} + \frac{y v}{N}\right)} \\ =&\sum\limits_{x = 0}^{M - 1} \sum\limits_{y = 0}^{N - 1} e^{2i\pi x \left(\frac{1}{X_i} + \frac{u}{M}\right)} e^{2i\pi y \left(\frac{1}{Y_i} + \frac{v}{N}\right)} \\ =&\left(\sum\limits_{x = 0}^{M - 1} e^{2i\pi x \left(\frac{1}{X_i} + \frac{u}{M}\right)}\right) \left(\sum\limits_{x = 0}^{N - 1} e^{2i\pi x \left(\frac{1}{Y_i} + \frac{v}{N}\right)}\right) \end{align*}

Using geometric sum formulae:

=1e2iπM(1Xi+uM)1e2iπ(1Xi+uM)1e2iπN(1Yi+vN)1e2iπ(1Yi+vN)=1e2iπMXi+2iπu1e2iπ(1Xi+uM)1e2iπNYi+2iπv1e2iπ(1Yi+vN)=1e2iπMXi1e2iπ(1Xi+uM)1e2iπNYi1e2iπ(1Yi+vN)\begin{align*} =& \frac{1 - e^{2i\pi M \left(\frac{1}{X_i} + \frac{u}{M}\right)}}{1 - e^{2i\pi \left(\frac{1}{X_i} + \frac{u}{M}\right)}} \frac{1 - e^{2i\pi N \left(\frac{1}{Y_i} + \frac{v}{N}\right)}}{1 - e^{2i\pi \left(\frac{1}{Y_i} + \frac{v}{N}\right)}} \\ =& \frac{1 - e^{2i\pi \frac{M}{X_i} + 2i\pi u}}{1 - e^{2i\pi \left(\frac{1}{X_i} + \frac{u}{M}\right)}} \frac{1 - e^{2i\pi\frac{N}{Y_i} + 2i\pi v}}{1 - e^{2i\pi \left(\frac{1}{Y_i} + \frac{v}{N}\right)}} \\ =& \frac{1 - e^{2i\pi \frac{M}{X_i}}}{1 - e^{2i\pi \left(\frac{1}{X_i} + \frac{u}{M}\right)}} \frac{1 - e^{2i\pi\frac{N}{Y_i}}}{1 - e^{2i\pi \left(\frac{1}{Y_i} + \frac{v}{N}\right)}} \end{align*}

Hence:

F(u,v)=AM×N1e2iπMXi1e2iπ(1Xi+uM)1e2iπNYi1e2iπ(1Yi+vN)\begin{equation*} F\left(u,v\right) = \frac{A}{M \times N} \frac{1 - e^{2i\pi \frac{M}{X_i}}}{1 - e^{2i\pi \left(\frac{1}{X_i} + \frac{u}{M}\right)}} \frac{1 - e^{2i\pi\frac{N}{Y_i}}}{1 - e^{2i\pi \left(\frac{1}{Y_i} + \frac{v}{N}\right)}} \end{equation*}

Convergence of energies

The random variables Xi,Yi(iN)\mathcal{X}_i, \mathcal{Y}_i \left(i \in \mathbb{N}\right) are independent then two variables:

Xn=X1+XnnandYn=Y1+Ynn\overline{\mathcal{X}}_n = \frac{\mathcal{X}_1 + \dots \mathcal{X}_n}{n} \quad \text{and} \quad \overline{\mathcal{Y}}_n = \frac{\mathcal{Y}_1 + \dots \mathcal{Y}_n}{n}

are independent for all nNn \in \mathbb{N}. Since Xi(iN)\mathcal{X}_i \left(i \in \mathbb{N}\right) are independent and identically distributed and XiN(μ,σ2)\mathcal{X}_i \sim \mathcal{N}\left(\mu, \sigma^2\right)

Xnna.sμ\overline{\mathcal{X}}_n \xrightarrow[n \to \infty]{a.s} \mu

by strong law of large numbers; similarly Ynna.sμ\overline{\mathcal{Y}}_n \xrightarrow[n \to \infty]{a.s} \mu. Hence

[XnYn]tna.s[XY]t{[\overline{\mathcal{X}}_n \quad \overline{\mathcal{Y}}_n]^t} \xrightarrow[n \to \infty]{a.s} {[\overline{\mathcal{X}} \quad \overline{\mathcal{Y}}]^t}

for some independent and identically distributed variables XYμ\overline{\mathcal{X}} \sim \overline{\mathcal{Y}} \sim \mu. Let us fix some 0u<M0 \leq u < M and 0v<N0 \leq v < N, then it is obvious that the function

F(u,v)(x,y)AM×N(1e2iπMx)(1e2iπNy)(1e2iπ(1x+uM))(1e2iπ(1y+vN))F_{\left(u,v\right)} \triangleq \left(x,y\right) \mapsto \frac{A}{M \times N} \frac{\left(1 - e^{2i\pi \frac{M}{x}}\right) \left(1 - e^{2i\pi \frac{N}{y}}\right)}{\left(1 - e^{2i\pi\left(\frac{1}{x} + \frac{u}{M}\right)}\right) \left(1 - e^{2i\pi\left(\frac{1}{y} + \frac{v}{N}\right)}\right)}

is continuous. We define the variable:

F(u,v) ⁣:ΩR2ωF(u,v)(X(ω),Y(ω))\mathcal{F}_{\left(u,v\right)} \colon \Omega \to \mathbb{R}^2 \\ \omega \mapsto F_{\left(u,v\right)} \left(\mathcal{X} \left(\omega\right),\mathcal{Y}\left(\omega\right)\right)

for some random variables X\mathcal{X} and Y\mathcal{Y}, then F(u,v)(ω)\mathcal{F}_{\left(u,v\right)}\left(\omega\right) is nothing but the Fourier transform of the atomic signal whose the horizontal and the vertical period are X(ω)\mathcal{X}\left(\omega\right) and Y(ω)\mathcal{Y}\left(\omega\right) respectively. Let us consider the sequence (F(u,v)n)nN\left(\mathcal{F}_{\left(u,v\right)}^n\right)_{n \in \mathbb{N}} where:

F(u,v)nωF(u,v)(Xn(ω),Yn(ω))\mathcal{F}_{\left(u,v\right)}^n \triangleq \omega \mapsto F_{\left(u,v\right)} \left(\overline{\mathcal{X}}_n \left(\omega\right),\overline{\mathcal{Y}}_n\left(\omega\right)\right)

By the continuous mapping theorem:

F(u,v)nna.sωF(u,v)(X(ω),Y(ω))\mathcal{F}_{\left(u,v\right)}^n \xrightarrow[n \to \infty]{a.s} \omega \mapsto F_{\left(u,v\right)} \left(\overline{\mathcal{X}} \left(\omega\right),\overline{\mathcal{Y}}\left(\omega\right)\right)

Since we have proved that XYμ\overline{\mathcal{X}} \sim \overline{\mathcal{Y}} \sim \mu then the limit of the sequence is the constant variable F(u,v)(μ,μ)F_{\left(u,v\right)} \left(\mu, \mu\right). Also, since F(u,v)F_{\left(u,v\right)} is continuous:

F(u,v)(Xn,Yn)F(u,v)(Xn,Yn)n0\lvert F_{\left(u,v\right)}\left(\overline{\mathcal{X}}_n, \overline{\mathcal{Y}}_n\right) - \overline{F}_{\left(u,v\right)}\left(\mathcal{X}_n, \mathcal{Y}_n\right) \rvert \xrightarrow[n \to \infty]{} 0

Hence F(u,v)(Xn,Yn)na.sF(u,v)(μ,μ)\overline{F}_{\left(u,v\right)}\left(\mathcal{X}_n, \mathcal{Y}_n\right) \xrightarrow[n \to \infty]{a.s} F_{\left(u,v\right)} \left(\mu, \mu\right).

Remark. The proof does not require that XiX_i and YiY_i have the same distribution. Indeed, if XiN(μx,)X_i \sim \mathcal{N}\left(\mu_{x},\cdot\right) and YiN(μy,)Y_i \sim \mathcal{N}\left(\mu_{y},\cdot\right) then F(u,v)(Xn,Yn)na.sF(u,v)(μx,μy)\overline{F}_{\left(u,v\right)}\left(\mathcal{X}_n, \mathcal{Y}_n\right) \xrightarrow[n \to \infty]{a.s} F_{\left(u,v\right)} \left(\mu_x, \mu_y\right).

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