Abstract
Estimates are suggested for the correlation function of a stationary random process, when the measurement moments form a Poisson or recurrent sequence of events. The situation in which only the order of measurement moments is known is investigated.
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References
Mathematical Reference Handbook: Tables of Integral Transformations [in Russian], Nauka, Moscow (1969), Vol. 1.
M. A. Lavrent'ev and B. V. Shabat, Methods of Theory of Functions of a Complex Variable [in Russian], Nauka, Moscow (1973).
H. Cramer and M. R. Leadbetter, Stationary and Related Stochastic Processes, Wiley, New York (1967).
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Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 3, pp. 11–16, March. 1995.
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Idrisov, F.F. Estimate of the correlation function of a random process during measurements at random moments of time. Russ Phys J 38, 225–230 (1995). https://doi.org/10.1007/BF00559464
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DOI: https://doi.org/10.1007/BF00559464