Reducing non-stationary stochastic processes to stationarity by a time deformation
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چکیده
A necessary and suucient condition is given to reduce a non-stationary random process fZ(t) : t 2 T Rg to stationarity via a bijective diieren-tiable time deformation so that its correlation function r(t; t 0) depends only on the diierence (t 0)?(t) through a stationary correlation function R: r(t; t 0) = R(((t 0) ? (t)).
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تاریخ انتشار 1998