Abstract:
Recently Mazo and Salz proved that if\{ Y(t), t \in T \}is a stationary random process with mean-square derivative\{ \dot{Y}(t), t \in T \}, then the conditional expectat...Show MoreMetadata
Abstract:
Recently Mazo and Salz proved that if\{ Y(t), t \in T \}is a stationary random process with mean-square derivative\{ \dot{Y}(t), t \in T \}, then the conditional expectation of\dot{Y} (t)givenY(t)is zero almost everywhere with respect to the distribution ofY(t). We extend this property and obtain a characterization of stationary processes differentiable in mean square.
Published in: IEEE Transactions on Information Theory ( Volume: 18, Issue: 5, September 1972)