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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 4, Pages 854–858
(Mi tvp2912)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
Local Markovian property of Gaussian stationary processes
N. A. Geodakov Moscow
Abstract:
A special class of Gaussian stationary processes which have $k$ derivatives is considered. We assume that the covariance function of the process behaves at the origin so as the covariance function of a process with rational spectral density. It is proved that $(k+1)$-dimensional process (i. е., the process itself and $k$ its derivatives) may be assumed to be Markovian when calculating the asymptotics of functions which are the subintegral expressions in the formula for factorial moments of the number of zero-crossings by tbe process in a small time interval.
Received: 03.01.1978
Citation:
N. A. Geodakov, “Local Markovian property of Gaussian stationary processes”, Teor. Veroyatnost. i Primenen., 24:4 (1979), 854–858; Theory Probab. Appl., 24:4 (1980), 852–856
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Abstract page: | 165 | Full-text PDF : | 73 | First page: | 1 |
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