| 平稳随机过程与其导数之和的平稳性 |
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| 引用本文： | 李天. 平稳随机过程与其导数之和的平稳性[J]. 天津师范大学学报(自然科学版), 2006, 26(2): 53-54 |
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| 作者姓名： | 李天 |
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| 作者单位： | 天津商学院,理学院,天津,300134 |
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| 基金项目： | 天津商学院校科研和教改项目 |
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| 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。
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| 关 键 词： | 平稳随机过程 导数 协方差函数 |
| 文章编号： | 1671-1114(2006)02-0053-02 |
| 修稿时间： | 2005-09-25 |
Stability of the Sum of Stationary Stochastic Process and Its Derivative |
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| LI Tian. Stability of the Sum of Stationary Stochastic Process and Its Derivative[J]. Journal of Tianjin Normal University(Natural Science Edition), 2006, 26(2): 53-54 |
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| Authors: | LI Tian |
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| Abstract: | 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. |
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| Keywords: | stationary stochastic process derivative covariance function |
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