Abstract
The existence of an important and sufficiently wide class of problems whose solution requires a knowledge of only the very general properties of a random function and its first and second moment is indeed remarkable and non-trivial. A substantial part of the theory of linear transformations of random functions is devoted to these problems and they constitute the main topic of the present chapter. We shall therefore discuss here random functions with values in a linear space with finite moments of second order unless otherwise explicitly stipulated.
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© 2004 Springer-Verlag Berlin Heidelberg
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Gihman, I.I., Skorokhod, A.V. (2004). Linear Theory of Random Processes. In: The Theory of Stochastic Processes I. Classics in Mathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-61943-4_4
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DOI: https://doi.org/10.1007/978-3-642-61943-4_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-20284-4
Online ISBN: 978-3-642-61943-4
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