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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Introduction To Probability Statistics And Random Processes

ISBN: 9780990637202

1st Edition

Authors: Hossein Pishro-Nik

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Question Posted: Nov 01, 2023 01:42 PM

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Let X(t) be a Gaussian process such that for all t > s 0 we have

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To show that Xt is meansquare continuous at any time t 0 we need to demonstr...View the full answer

Introduction To Probability Statistics And Random Processes

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