Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter

The random process x(t),∞ < t < ∞, with \[ { M}x(t) = { M}x(t + t_0 ), { M}x(s)x(t)̄ = { M}x(s + t_0 )x(t + t_0 )̄ \] for fixed t₀ is called periodically correlated. Almost-periodically correlated processes are defined by analogy. The property of positive definiteness of covariation and the harmonizability of these processes are considered.