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Characterization of stationary processes differentiable in mean square (Corresp.) | IEEE Journals & Magazine | IEEE Xplore

Characterization of stationary processes differentiable in mean square (Corresp.)


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 More

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)
Page(s): 659 - 661
Date of Publication: 30 September 1972

ISSN Information:


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