A process that has a normal
independent identical distirbution with mean zero and given variance is
called white noise. White noise is characterized by a flat spectrum,
i.e. the variance is approximately the same at all frequencies. An example
is shown in Figure 1.
|Figure 1. Spectrum of
white noise: sample of 365 members from a normal distribution with
mean 0 and variance 1. Pink bar shows the spectrum analysis 95% confidence
interval limits. No frequency contributes to a power that would exceed
the confidence interval limits.