设随机过程 <img title="image.png" alt="image.png" src="https://image.zhihuishu.com/zhs/onlineexam/ueditor/202007/b879091757cf46b2989c823abe532d1f.png"/>其中，<img title="image.png" alt="image.png" src="https://image.zhihuishu.com/zhs/onlineexam/ueditor/202007/6145a6cfcd7f498687ab54d6926409e7.png"/>和<img title="image.png" alt="image.png" src="https://image.zhihuishu.com/zhs/onlineexam/ueditor/202007/41db2bee553f4b2ca69e41ba68588548.png"/> 是相互独立的随机变量，且满足<img title="image.png" alt="image.png" src="https://image.zhihuishu.com/zhs/onlineexam/ueditor/202007/bcc3265203484803b0edc8968c48f056.png"/>求<img title="image.png" alt="image.png" src="https://image.zhihuishu.com/zhs/onlineexam/ueditor/202007/7e12ff183b824d18aa224301e2c24464.png"/> 的均值函数<img title="image.png" alt="image.png" src="https://image.zhihuishu.com/zhs/onlineexam/ueditor/202007/c9d44602c62a4bb1b8829e0d3845c25c.png"/>和协方差函数<img title="image.png" alt="image.png" src="https://image.zhihuishu.com/zhs/onlineexam/ueditor/202007/76d4981b8c69491faa37f42e4e872d40.png"/> 。