Tell me more ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

Is the following equation right? $E\left(\left(\sum_{k=1}^{n}\alpha_{k}X_{k}\right)^{2}\right)=n^{2H}E(X_{0}^2)\sum_{k_{1},k_{2}=1}^{n}\alpha_{k_{1}}\alpha_{k_{2}}$?Where $(X_{k})$ is the fractional Gaussian Noise with Hurst Index $H\in(0,1)$?

share|improve this question

Know someone who can answer? Share a link to this question via email, Google+, Twitter, or Facebook.

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.