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Generally yes, but it's a perfectly reasonable assumption that a natural source could generate a signal that is beyond the bounds of what we can record. Any real signal generated by a computer is going to fit within the constraints of what we can generate, but inevitably something like a whale, or a quasar or something will generate a wave that will be lossy.

But also, the question this is all responding to was effectively "why would engineers associate Fourier transforms with loss" and the answer is simply "because the techniques used in calculating most Fourier transforms are going to inherently put a frequency limit and anything beyond that will be lost or show up as an artifact". Engineers work with real world constraints and tend to be hyper aware of those constraints even if they often don't matter.



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