Lecture

Stochastic Processes: Stationarity in Continuous Time - Part 2

Description

This lecture covers the concept of weak-sense stationarity for continuous-time stochastic processes, discussing properties such as autocovariance functions, cross-covariance functions, and joint weak-sense stationarity. It also delves into the calculation of autocorrelation functions and cross-correlation functions for jointly weak-sense stationary processes.

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