We suppose again that *θ* = 1.

Given a WSS process *X* and a sequence of real numbers *h* = {*h _{j}* ∈ |

(*h* _{0}*T*^{0} is also denoted as *h*1 where 1 is the identical mapping of *L*^{2} in *L*^{2}).

In what follows we will still assume that ; this condition is generally denoted *h* ∈ ^{1} and is called (for reasons which will be explained later) the condition of stability.

DEFINITION.– We say that the process *Y* is the transform (or filtration) of the process *X* by the filter and we write =

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