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For two Gaussian processes to be statistically independent it is enough if
they are orthogonal
they are uncorrelated
they are orthogonal and one of them has zero metin
they are uncorrelated and both are zero mean
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Answer:
How are they all related? You can define them as:
Orthogonal Processes: E[XY]=0
Uncorrelated Processes: E[XY]=E[(X−μx)(Y−μy)]=0
Statistically Independent Processes: E[XY]=E[X]⋅E[Y]
If two processes are orthogonal:
they are also uncorrelated
they are not necessary independent
If two processes are uncorrelated:
they are not necessary orthogonal
they are not necessary independent
If two processes are independent:
they are uncorrelated
they are orthogonal
Is that correct? I'm not sure.
Explanation:
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