On Linear Operations on Stationary and Non Stationary Random Processes

Abstract

This brief article considers an arbitrary linear operation on stationary and non stationary second-order random processes and provides conditions for the output process to be of second order. Both mean-square integrals and sample-path integrals are considered.

Keywords:

• Correlation function
• Liner operations on stationary and non stationary processes

Mathematics Subject Classification:

• Primary: 60G12