Some classes of Colombeau's generalized random processes


Zagorka Lozanov-Crvenković, Stevan Pilipović




Various types of random processes within Colombeau's generalized functions are introduced and analyzed. Stationary Colombeau's generalized random processes are defined, and for the processes determined by the Schwartz generalized random processes the explicit form of their correlation function is given. Further, a characterization of Colombeau's generalized processes with independent values is given if they are determined by the Schwartz generalized random processes.