Let X(t) be a Gaussian process such that for all t > s 0 we have
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Let X(t) be a Gaussian process such that for all t > s ≥ 0 we have X(t) −X(s) ∼ N (0, t −s).
Show that X(t) is mean-square continuous at any time t ≥ 0.
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Related Book For
Introduction To Probability Statistics And Random Processes
ISBN: 9780990637202
1st Edition
Authors: Hossein Pishro-Nik
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