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Teoriya Veroyatnostei i ee Primeneniya, 1963, Volume 8, Issue 2, Pages 184–189
(Mi tvp4661)
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This article is cited in 105 scientific papers (total in 105 papers)
Short Communications
Periodically and Almost Periodically Correlated Random Processes with a Continuous Parameter
E. G. Gladyšev Institute of Atmospheric Physics, USSR Academy of Sciences
Abstract:
The random process $x(t),\infty<t<\infty$, with ${\mathbf M}x(t)={\mathbf M}x(t+t_0),\quad{\mathbf M}x(s)\overline{x(t)}={\mathbf M}x(s+t_0)\overline{x(t+t_0)}$ for fixed ${t_0}$ is called periodically correlated. Almost periodically correlated processes are defined by analogy.
The property of positive definiteness of covariation and the harmonizability of these processes are considered.
Received: 02.10.1961
Citation:
E. G. Gladyšev, “Periodically and Almost Periodically Correlated Random Processes with a Continuous Parameter”, Teor. Veroyatnost. i Primenen., 8:2 (1963), 184–189; Theory Probab. Appl., 8:2 (1963), 173–177
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Abstract page: | 249 | Full-text PDF : | 150 |
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