So, I have studying an article about modeling a noise in my study field (Telecomunications) and I have found a mathematical notation that I never had found before.

$\overrightarrow W(t) \sim N(\vec 0, tI)$

followed by the expression:

$\overrightarrow W(t) = [W_1,...,W_n]^T$

in the article, the author explicitates that $n = 12$, but not especificate $I$. I don't know if this $I$ is part of notation of a Wiener process or something else. In really, I don't know how to interpretate the notation of the Wiener process, in a first moment, i have thinked that's was a simple normal distribuction, but in my research on web, I'd realize that's more complicated.

So, thanks.


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