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In this appendix, we collect and summarize a number of results and establish the notation relating to the representation of random signals. We make no attempt here to provide a detailed discussion of the difficult and subtle mathematical issues of the underlying theory.Although our approach is not rigorous, we have summarized the important results and the mathematical assumptions implicit in their derivation. Detailed presentation of the theory of random signals are found in texts such as Davenport (1970), Papoulis(1984), Gray and Davidson (2004), Kay (2006), and Bertsekas and Tsitsiklis (2008).
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