Suppose I have a stationary process ϕ(t) with a known autocorrelation function
A(τ)≡⟨ϕ(0)ϕ(τ)⟩
and suppose I also know that ϕ(t) is Gaussian distributed.
If I have a particular realization of the process in which ϕ(0)=ϕ0, what is the conditional distribution of ϕ(t) for later times in that realization?
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