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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 4, Pages 847–853
(Mi tvp2911)
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This article is cited in 14 scientific papers (total in 14 papers)
Short Communications
Markov and reciprocal stationary Gaussian processes of second order
R. N. Mirošin Leningrad State University
Abstract:
Let $\xi_t$ be a differentiable stationary Gaussian process. We find all correlation functions of $\xi_t$ such that the process ($\xi_t,\dot\xi_t$) is Markov (Theorem 1) or reciprocal (Theorem 2).
Received: 11.07.1977
Citation:
R. N. Mirošin, “Markov and reciprocal stationary Gaussian processes of second order”, Teor. Veroyatnost. i Primenen., 24:4 (1979), 847–853; Theory Probab. Appl., 24:4 (1980), 845–852
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https://www.mathnet.ru/eng/tvp2911 https://www.mathnet.ru/eng/tvp/v24/i4/p847
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Abstract page: | 199 | Full-text PDF : | 98 |
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