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Understanding Normal Stochastic Processes by Hossein Afzali Gorouh is a document available to read on EtoBox.
A stochastic process X(t) is classified as normal if its joint distributions are normal for any set of time points. The process is characterized by its mean η(t) and autocorrelation R(t1, t2), with specific formulas for first-order and nth-order joint densities. Additionally, linear combinations of normal processes remain normal processes.
- Author
- Hossein Afzali Gorouh
- Language
- EN