Skip to main content
James Hsieh's user avatar
James Hsieh's user avatar
James Hsieh's user avatar
James Hsieh
  • Member for 13 years, 7 months
awarded
awarded
comment
Derivative of a differentiable stationary Gaussian process
I apologize if I mis-stated the question -- I'm still learning about this area. Specifically, consider a 1D signal f(x) generated by some stationary stochastic process for which the distribution of f(x) is Gaussian, and (say) the autocorrelation is also Gaussian. What can be said about the distribution of values of f'(x)?
Loading…