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X(t) R(t,s) = E[X(t) - m(t)](X(s)-m(s)], m(t) = EX(t) X(t). R(t,s) t s. 2 (t) Y(t) . . . . Rx (t,s) RY(t,s) X (t) mY (t), to :

rxy (t,s) = E{X(t) X (t)}{Y(s) mY (s)}. . . . . , . . . . . , , . .


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