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Show that the autocovariance function can be written as (s, t) =E[(xss)(xt - t)] = E(xxt) - st == where E(x) = and E(x)
Show that the autocovariance function can be written as (s, t) =E[(xss)(xt - t)] = E(xxt) - st == where E(x) = and E(x) = fls.
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Modern Quantum Mechanics
Authors: J.J Sakurai
Revised Edition
9781108499996, 201539292, 978-0201539295
