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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 4, Pages 847–853 (Mi tvp2911)  

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
English version:
Theory of Probability and its Applications, 1980, Volume 24, Issue 4, Pages 845–852
DOI: https://doi.org/10.1137/1124099
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Mir79}
\by R.~N.~Miro{\v s}in
\paper Markov and reciprocal stationary Gaussian processes of second order
\jour Teor. Veroyatnost. i Primenen.
\yr 1979
\vol 24
\issue 4
\pages 847--853
\mathnet{http://mi.mathnet.ru/tvp2911}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=550542}
\zmath{https://zbmath.org/?q=an:0441.60038|0419.60034}
\transl
\jour Theory Probab. Appl.
\yr 1980
\vol 24
\issue 4
\pages 845--852
\crossref{https://doi.org/10.1137/1124099}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979KW11900017}
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  • https://www.mathnet.ru/eng/tvp/v24/i4/p847
  • This publication is cited in the following 14 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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