On the Structure of Stationary Random Functions

K. Karhunen, Ivan Selin

ResearchPublished 1962

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.

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  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1962
  • Pages: 32
  • Document Number: RM-3091-PR

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Karhunen, K. and Ivan Selin, On the Structure of Stationary Random Functions. Santa Monica, CA: RAND Corporation, 1962. https://www.rand.org/pubs/research_memoranda/RM3091.html.
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