Titlebook: Detection of Random Signals in Dependent Gaussian Noise; Antonio F. Gualtierotti Book 2015 Springer International Publishing Switzerland 2

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Cramér-Hida Representations via the Prediction ProcessThe prediction process of Knight [157, 158, 160] has “wide sense” and “strict sense” interpretations, with the meaning of those terms that of Doob [78].

Generalize

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Sample SpacesThe paths of ., a Cramér-Hida process, belong, almost surely, to the set

小溪

预知

perpetual

Oscillate

https://doi.org/10.1007/978-3-319-08891-4ous, and one discontinuous. The continuous part shall furthermore be decomposed into a possibly infinite sum of continuous and orthogonal functions, which have a representation as integrals, with respect to an orthogonal vector measure, itself determined by a function with orthogonal increments. The

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