Suppose I have a stationary process $\phi(t)$ with a known autocorrelation function
$$ A(\tau) \equiv \langle \phi(0) \phi(\tau) \rangle$$
and suppose I also know that $\phi(t)$ is Gaussian distributed.
If I have a particular realization of the process in which $\phi(0)=\phi_0$, what is the conditional distribution of $\phi(t)$ for later times in that realization?
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