Editing Gaussian process (section)

==Example==
There is an explicit representation for stationary Gaussian processes.<ref name="KacSiegert1947">{{cite journal |last1= Kac| first1= M.|last2 = Siegert|first2 = A.J.F|year= 1947|title= An Explicit Representation of a Stationary Gaussian Process|journal= The Annals of Mathematical Statistics|volume=18|issue=3|pages= 438–442|doi= 10.1214/aoms/1177730391 |doi-access= free}}</ref>  A simple example of this representation is

<math display="block"> X_t = \cos(at)\, \xi_1 + \sin(at)\, \xi_2</math>

where <math>\xi_1</math> and <math>\xi_2</math> are independent random variables with  the [[Normal distribution#Standard normal distribution|standard normal distribution]].