Math.Proof of Representation Theorem of Statistical Response of A Second Order Volterra System Due to A Stationary Gaussian Excitation

Abstract:

      In 1947 , Kac and Siegert offered a representation theorem without proof for the response of a second order Volterra system due to a stationary Gaussian excitation. Since then a number of people have used this theorem but nobody has given a correct proof. In this paper, we give a new and rigorous proof of this theorem.