Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 2, pp. 184-189
Citer cet article
E. G. Gladyšev. Periodically and Almost Periodically Correlated Random Processes with a Continuous Parameter. Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 2, pp. 184-189. http://geodesic.mathdoc.fr/item/TVP_1963_8_2_a4/
@article{TVP_1963_8_2_a4,
author = {E. G. Glady\v{s}ev},
title = {Periodically and {Almost} {Periodically} {Correlated} {Random} {Processes} with a {Continuous} {Parameter}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {184--189},
year = {1963},
volume = {8},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1963_8_2_a4/}
}
TY - JOUR
AU - E. G. Gladyšev
TI - Periodically and Almost Periodically Correlated Random Processes with a Continuous Parameter
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1963
SP - 184
EP - 189
VL - 8
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1963_8_2_a4/
LA - ru
ID - TVP_1963_8_2_a4
ER -
%0 Journal Article
%A E. G. Gladyšev
%T Periodically and Almost Periodically Correlated Random Processes with a Continuous Parameter
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1963
%P 184-189
%V 8
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1963_8_2_a4/
%G ru
%F TVP_1963_8_2_a4
The random process $x(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.
