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Characterization of stationary processes differentiable in mean square (Corresp.)

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1 Author(s)

Recently Mazo and Salz proved that if { Y(t), t \in T } is a stationary random process with mean-square derivative \dot{Y}(t), t \in T }, then the conditional expectation of \dot{Y} (t) given Y(t) is zero almost everywhere with respect to the distribution of Y(t) . We extend this property and obtain a characterization of stationary processes differentiable in mean square.

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Information Theory, IEEE Transactions on  (Volume:18 ,  Issue: 5 )