For any fixed positive (tau), let the stochastic process ({V(t), t geq 0}) be given by [V(t)=int_{t}^{t+tau}

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For any fixed positive $\tau$, let the stochastic process $\{V(t), t \geq 0\}$ be given by

\[V(t)=\int_{t}^{t+\tau} S(x) d x\]

Is $\{V(t), t \geq 0\}$ weakly stationary?

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Applied Probability And Stochastic Processes

ISBN: 9780367658496

2nd Edition

Authors: Frank Beichelt

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Question Posted: Apr 26, 2024 04:01 PM

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For any fixed positive (tau), let the stochastic process ({V(t), t geq 0}) be given by [V(t)=int_{t}^{t+tau}

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Applied Probability And Stochastic Processes

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