Abstract

In an earlier paper by the author, as part of a construction of a counterexample to the central limit theorem under certain strong mixing conditions, a formula is given that shows, for strictly stationary sequences with mean zero and finite second moments and a continuous spectral density function, how that spectral density function changes if the observations in that strictly stationary sequence are "randomly spread out" in a particular way, with independent "nonnegative geometric" numbers of zeros inserted in between. In this paper, that formula will be generalized to the class of weakly stationary, mean zero, complex-valued random sequences, with arbitrary spectral measure.

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