The simultaneous joint porbability density function can be shifted in time if the statistical properties of the process does not depend on time. If the process is stationary, then reduces to
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Jan 06, 2025, 1 min read
The simultaneous joint porbability density function can be shifted in time if the statistical properties of the process does not depend on time. If the process is stationary, then Rx(t1,t2)=E[X(t1)X(t2)] reduces to
Transclude of Autocorrelation#^fc34ea