Have the stochastic following process f(t) been studied in mathematics ? It is stationary, Gaussian, f(t) - complex independent Gaussians N(0,1). The autocorrelation is given by the zeroth-order Bessel function of the first kind: $J_{0} (\tau)$. In radio wave propagation it is called [Rayleigh fading][1] or sometimes Jakes fading model. And it is often used in signal processing. So I wonder that it might be some studies of this process in mathematics, which might give me some new point of view on it. [1]: http://en.wikipedia.org/wiki/Jakes_fading_model