摘要
给出平稳过程的自协方差函数对两个变元的偏导数的一个结论,证明了平稳随机过程与其导数之和的平稳性并推广到二阶导数的情形,方法简洁.
This paper gives a conclusion of the partial derivatives of the covariance function of stationary stochastic process with respect to two independent variables and the proof of the stability of the sum of stationary stochastic process and its derivative, which was extended to the case of the second derivative.
出处
《天津师范大学学报（自然科学版）》
CAS
2006年第2期53-54,共2页
Journal of Tianjin Normal University：Natural Science Edition
基金
天津商学院科研培育基金资助项目(030117)
关键词
平稳随机过程
导数
协方差函数
stationary stochastic process
derivative
covariance function
