On the Structure of Stationary Random Functions

by K. Karhunen, Ivan Selin


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A translation from the German of an article appearing in Archives for Mathematics, Vol. I, No. 13, 1949. The paper deals with the representation of stationary stochastic processes in terms of simple functions of time. Necessary and sufficient conditions are given for the validity of such representations, and applications to the theory of linear prediction are presented.

This report is part of the RAND Corporation Research memorandum series. The Research Memorandum was a product of the RAND Corporation from 1948 to 1973 that represented working papers meant to report current results of RAND research to appropriate audiences.

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