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 x1, x2, … are independent and follow the processes proc1, proc2, ….
Details and Options
- TransformedProcess is typically used to represent functional transformations of one or a finite number of time slices.
- xproc can be entered as x dist proc or x∖[Distributed]proc.
- The processes proci must all be discrete-time or continuous-time processes.
- The expression expr must be a function of xi[fij[t]] for a finite number of different fij.
- Assumptions on parameters can be specified using the option Assumptions->assum.
- TransformedProcess can be used with such functions as Mean, PDF, Probability, and RandomFunction.