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Harmonic analysis, probability and statistics were among the fields Wiener was most interested in. In his generalized harmonic analysis he introduced, for a signal with finite square modulus mean value, its spectral distribution which is linked to what can be called the integral Fourier transform of the signal. Wiener demonstrated, in a refined way, an interesting property of this integral Fourier transform which can be also established, very directly, with the help of what we call “epsilon distribution” which, in a way, is the antithesis of the delta distribution of Dirac.
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