FIG. 1: Schematic of the derivation. The numbers denote the steps. The derivation consists of using the convolution theorem for the addition of random variables, transforming to the frequency domain, making an approximation, then transforming back as to obtain a modifieded and smaller set of random variables.

FIG. 1: Schematic of the derivation. The numbers denote the steps. The derivation consists of using the convolution theorem for the addition of random variables, transforming to the frequency domain, making an approximation, then transforming back as to obtain a modifieded and smaller set of random variables.