“…(the tilde sign specifies below the random nature of the quantities) is a component of many problems in control theory of stochastic systems, detection theory, statistical decision-making theory [1][2][3], statistical communication theory [4], processes optimization [5], and problems in quantum optics, statistical radiophysics [6,7], theory of passage of high-energy particles in unordered media [8], and statistical fracture theory [9]. Here, functionals are defined on the trajectories of stationary ergodic processes { }( ) x t and depend on the time parameter T. Problems where the stationary process { }( ) x t is Gaussian and the additive functional is a quadratic function of the process trajectory are of special importance.…”