Scalar Product

We can also define the scalar product of two processes³, since the expected value $\textbf{E}\left\lbrace\cdot\right\rbrace$ complies with the properties that a scalar product need, then:

$$<\underline{\textbf{x}},\underline{\textbf{y}}>=\mathbf{E}\l... ... \underline{\textbf{x}}^h \underline{\textbf{y}}\right\rbrace$$