- #1

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when we have a deterministic signal

*f*:ℝ→ℝ that is square integrable we can typically write [itex]f \in L^2(\mathbb{R})[/itex].

However, what if [itex]\{ f(t): \; t\in \mathbb{R} \}[/itex] are random variables, i.e.

*f*is a continuous-time

*stochastic process*?

What is the notation to denote the space of "square integrable" stochastic processes?

Here for square integrable I mean the following:

[tex]E\left\{ \int_{-\infty}^{+\infty} |f(t)|^2 dt \right\} < \infty[/tex]

where E denotes the expected value.