Geodesic
Analytic Random Processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 4 (1959) no. 4, pp. 437-444

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This paper is devoted to investigating the so-called analytic random processes. Random process $\xi(t)$ is called analytic in a region $D$ if almost all its sample functions are analytic and possess an analytic continuation in the region $D$. Analyticity of the covariance function $B(t,s)=\mathbf M\xi(t)\xi (s)$ in the neighborhood of $(t_0,t_0)$ is a sufficient condition for analyticity of $\xi (t)$ in the neighborhood of $t_0$. For Gaussian processes, this condition is also necessary. Some other problems connected with analytic processes are also investigated. 
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     author = {Yu. K. Belyaev},
     title = {Analytic {Random} {Processes}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {437--444},
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     volume = {4},
     number = {4},
     year = {1959},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1959_4_4_a5/}
}
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Yu. K. Belyaev. Analytic Random Processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 4 (1959) no. 4, pp. 437-444. http://geodesic.mathdoc.fr/item/TVP_1959_4_4_a5/