Abstract:
A stationary process $\xi(t)$ is informationally regular if the quantity of information in the past $\{\xi(t),\,t\geq 0\}$, relative to the future $\{\xi(t),\,t\leq\tau\}$, tends to zero as $\tau\to\infty$. A description is given of the spectral characteristics of informationally regular Gaussian stationary processes.