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Gaussian process
(section)
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==Variance== The variance of a Gaussian process is finite at any time <math>t</math>, formally<ref name="Lapidoth2017">{{cite book|author=Amos Lapidoth|title=A Foundation in Digital Communication|url=https://books.google.com/books?id=6oTuDQAAQBAJ&q=independence|date=8 February 2017|publisher=Cambridge University Press|isbn=978-1-107-17732-1}}</ref>{{rp|p. 515}} <math display="block"> \operatorname{var}[X(t)] = { \mathbb E } \left[\left|X(t)-\operatorname{E}[X(t)]\right|^2\right] < \infty \quad \text{for all } t \in T.</math>
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