Some notes on the physical interpretation of spectra of non-stationary stochastic processes

Abstract In a recent paper, Mark defines a quantity which he terms the “physical spectrum” for a non-stationary stochastic process. In these notes we show that this “physical spectrum” is, in fact, identical with a general class of spectral estimates suggested by the author in connection with the theory of “evolutionary spectra”, if the ensemble average used in the definition of the physical spectrum is replaced by a time average.