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Asymptotic delta-like behavior of the weighted taper in Thomson's multitaper F-test

  • Hau-Tieng Wu
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Abstract

We study the weighted taper arising in Thomson's multitaper F test, which is constructed from pre-plunge discrete prolate spheroidal wave functions (DPSWF). Numerical evidence suggests that, in the asymptotic regime, the Fourier transform of this taper converges to a delta measure supported at the origin. We provide a rigorous theoretical justification for this behavior.

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Cite

BibTeXRIS
BibTeX
@misc{wu2026asymptotic,
  title = {{Asymptotic delta-like behavior of the weighted taper in Thomson's multitaper F-test}},
  author = {Hau-Tieng Wu},
  howpublished = {arXiv},
  year = {2026},
  month = nov,
  doi = {10.48550/arxiv.2611.01941},
  eprint = {2611.01941},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2611.01941},
}
RIS
TY  - UNPB
TI  - Asymptotic delta-like behavior of the weighted taper in Thomson's multitaper F-test
AU  - Hau-Tieng Wu
PY  - 2026
DA  - 2026/11/01
PB  - arXiv
DO  - 10.48550/arxiv.2611.01941
UR  - https://arxiv.org/abs/2611.01941
AB  - We study the weighted taper arising in Thomson's multitaper F test, which is constructed from pre-plunge discrete prolate spheroidal wave functions (DPSWF). Numerical evidence suggests that, in the asymptotic regime, the Fourier transform of this taper converges to a delta measure supported at the origin. We provide a rigorous theoretical justification for this behavior.
ER  -