Discrete Spectrum of Nonstationary Stochastic Processes on Groups

Vector-valued, asymptotically stationary stochastic processes on σ-compact locally compact abelian groups are studied. For such processes, we introduce a stationary spectral measure and show that it is discrete if and only if the asymptotically stationary covariance function is almost periodic. Using an “almost periodic Fourier transform” we recover the discrete part of the spectral measure and construct a natural, consistent estimator for the latter from samples of the process.