Abstract
This means that the expectation of random variables X t is constant, and the covariance depends only on the distance between the points on the time axis. In the remaining part of this section we shall assume that \(\mathrm{E}{X}_{t} \equiv 0\), the general case requiring only trivial modifications.
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© 2012 Springer-Verlag Berlin Heidelberg
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Koralov, L., Sinai, Y.G. (2012). Wide-Sense Stationary Random Processes. In: Theory of Probability and Random Processes. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-68829-7_15
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DOI: https://doi.org/10.1007/978-3-540-68829-7_15
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-25484-3
Online ISBN: 978-3-540-68829-7
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