represents the transformed process of expr where the variable x follows the random process proc and t denotes the time.
represents a transformed process where , , … are independent and follow the processes , , ….
- TransformedProcess is typically used to represent functional transformations of one or a finite number of time slices.
- can be entered as x EscdistEsc proc or .
- The proceses must all be discrete-time or continuous-time processes.
- The expression expr must be a function of for a finite number of different .
- Assumptions on parameters can be specified using the option Assumptions->assum.
- TransformedProcess can be used with such functions as Mean, PDF, Probability, and RandomFunction.