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PONTIFICIAE ACADEMIAE SCIENTIARVM SCRIPTA VARIA - 28
D. — THE CASE OF A STATIONARY PROCESS
General Formulation
140. In the case of a stationary process, we have
(140-1)
~
— nN
and the preceding formulae simplify considerably.
From relation (131-2) we have then
(140-2)
5(0)Ra = p(0)R,
so that
(140-3)
/&(e) R, d6=/"s(6)R. de
whence, from relations (111-3) and (111-4)
(140-4)
R.—R.
C11] Allais - pag. 70