In experimental physics, we often make measurements of linear transfer functions; these are complex-valued functions of frequency. If the underlying system is causal, then the transfer function must ...
NB - I'm re-posting this question in physics because I haven't had any luck getting a response from the maths StackExchange site - it's a rather applied problem so is probably better suited here ...
In the classic experimental physics text "Statistical Theory of Signal Detection" by Carl. W. Helstrom, Chapter II, section 4 concerns Gaussian Stochastic Processes. Such a process is observed at ...