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

Author

Rao, B. L S Prakasa

Volume

Issue

fYear

1972

fDate

9/1/1972 12:00:00 AM

Firstpage

659

Lastpage

661

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.

Keywords

Stochastic processes; Detectors; Electrons; Filtering; Frequency; Interference; Laboratories; Local oscillators; Network address translation; Random processes; Shafts;

fLanguage

English

Journal_Title

Information Theory, IEEE Transactions on

Publisher

ieee

ISSN

0018-9448

Type

jour

DOI

10.1109/TIT.1972.1054875

Filename

1054875

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=918110