1
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1answer
145 views

Finding the joint distribution of a random process with memory

I'm modeling a digital system as a random process and attempting to solve for the autocorrelation in order to arrive at the power spectral density of the process. The system is as follows: At any ...
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1answer
156 views

Is the expectation $E[\xi U'(\xi)]$ finite?

I encounter the following problem today. It seems a simple question. Let $U$ be a real function from $R^+\rightarrow \bar{R}$ satisfying the following conditions: (1) $U$ is concave, continuous, ...