Formula_23003

\[\begin{gathered}\mathrm{E}\left[\xi_{1}(t)-A_{1}(t)\right]\left[\xi_{1}(s)-A_{1}(s)\right]= \\=\mathrm{E}\left[\xi_{2}(t)-A_{2}(t)\right]\left[\xi_{2}(s)-A_{2}(s)\right]=\frac{1}{2} \operatorname{Re} B(t, s), \\\mathrm{E}\left[\xi_{1}(t)-A_{1}(t)\right]\left[\xi_{2}(s)-A_{2}(s)\right]=-\frac{1}{2} \operatorname{Im} B(t, s),\end{gathered}\]