• Mathematics
  • Published 2003

Necessary and Sufficient Condition for Identifying Independent Random Processes

@inproceedings{Yu2003NecessaryAS,
  title={Necessary and Sufficient Condition for Identifying Independent Random Processes},
  author={Li Yu},
  year={2003}
}
A necessary and sufficient condition for an identifying independent random process is that the finitedimensional probability density function of the process can be expressed with a product of some onedimensional functions. The only difference between the onedimensional functions and the corresponding marginal density function is a constant, and the boundary constants are irrelevant with variables and parameters. Those are two important characters of density functions of independent random… CONTINUE READING