Theory of Probability and Random Processes pp 245-251 | Cite as
Generalized Random Processes
Chapter
Abstract
We start this section by recalling the definitions of test functions and generalized functions.1 Then we shall introduce the notion of generalized random processes and see that they play the same role, when compared to ordinary random processes, as the generalized functions, when compared to ordinary functions.
Keywords
Covariance Function Gaussian Process Spectral Measure Wiener Process Inverse Fourier Transform
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Copyright information
© Springer-Verlag Berlin Heidelberg 2012