DocumentCode :
918110
Title :
Characterization of stationary processes differentiable in mean square (Corresp.)
Author :
Rao, B. L S Prakasa
Volume :
18
Issue :
5
fYear :
1972
fDate :
9/1/1972 12:00:00 AM
Firstpage :
659
Lastpage :
661
Abstract :
Recently Mazo and Salz proved that if 
is a stationary random process with mean-square derivative 
}, then the conditional expectation of 
given 
is zero almost everywhere with respect to the distribution of . We extend this property and obtain a characterization of stationary processes differentiable in mean square.
is a stationary random process with mean-square derivative }, then the conditional expectation of given is zero almost everywhere with respect to the distribution of . We extend this property and obtain a characterization of stationary processes differentiable in mean square.Keywords :
Stochastic processes; Detectors; Electrons; Filtering; Frequency; Interference; Laboratories; Local oscillators; Network address translation; Random processes; Shafts;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1972.1054875
Filename :
1054875
Link To Document :
