Rao, B. (1972) Characterization of stationary processes differentiable in mean square IEEE Transactions on Information Theory, 18 (5). pp. 659-661. ISSN 0018-9448
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Official URL: http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arn...
Related URL: http://dx.doi.org/10.1109/TIT.1972.1054875
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) given Y(t) is zero almost everywhere with respect to the distribution of Y(t). We extend this property and obtain a characterization of stationary processes differentiable in mean square.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to IEEE. |
| ID Code: | 36985 |
| Deposited On: | 26 Apr 2011 10:20 |
| Last Modified: | 26 Apr 2011 10:20 |
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