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A comment on Random Variable Algebra.

Re:Random Variable Algebra by jpfr on Sunday July 11, 2021 @08:46AM (#27800357)
Uhm. That's not exactly a new result. See Theorem 2.7 (page 34) in [1] for the classical formulation.

If the advantage is in the notation, please enlighten me.

[1] Jazwinski, Andrew H. Stochastic Processes and Filtering Theory. Academic Press, 1970.

https://books.google.fr/books?id=4AqL3vE2J-sC&pg=PA34

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Re:Random Variable Algebra by derbOac on Sunday July 11, 2021 @12:06PM (#27801968)
FWIW, 2.85 in [1] is not obviously the same to me as linked statement. Not saying it isn't the same but seems like there's some steps there. I agree it seems like something I've seen before though.
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