类型

随机过程

复随机过程

方差函数

$D\left[X\left(t\right)\right]=E\left[{\left(X\left(t\right)-m\left(t\right)\right)}^2\right]$

$D_Z\left(t\right)=E\left\{{\left|Z\left(t\right)-m_Z\left(t\right)\right|}^2\right\}=D_X\left(t\right)+D_Y\left(t\right)$

协方差函数

$\mathrm{cov}\left(X\left(s\right),X\left(t\right)\right)=E\left\{\left[X\left(s\right)-m\left(s\right)\right]\left[X\left(t\right)-m\left(t\right)\right]\right\}$

$\begin{array}{c}{C}_Z\left(s,t\right)=\mathrm{cov}\left(Z\left(s\right),\overline{Z\left(t\right)}\right)\\ =E\left\{\left[Z\left(s\right)-m_Z\left(s\right)\right]\overline{\left[Z\left(t\right)-m_Z\left(t\right)\right]}\right\}\end{array}$