In many applications of the theory of stochastic processes, an important role is played by families of square integrable (second-order) r.v.’s. In this section, we give some basic definitions and prove some fundamental inequalities involving second-order complex-valued r.v.’s.


Hilbert Space Orthogonal Projection Cauchy Sequence Linear Manifold Complete Orthonormal System 
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Copyright information

© The Applied Probability Trust 1992

Authors and Affiliations

  • Petar Todorovic
    • 1
  1. 1.Department of Statistics and Applied ProbabilityUniversity of California—Santa BarbaraSanta BarbaraUSA

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