REPRESENTATION OF A STOCHASTIC PROCESS BASED ON ITS MEAN VALUE

摘要

Let cp(S) be a bounded measure defined on the Boral subsets S of W (a bounded subset of reals). A collection of random variables (Z(s)}, is said to be a first order spectral process, with spectral measure σ (•), whenever E[Z(S)] = σ(S) and Z(S1) + Z(S2) = Z(S1 U S2), whenever S1 and S2 are disjoint.