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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 3, Pages 656–661 (Mi tvp4003)  
Short Communications

An infinite-dimensional Gaussian Markov process with non-nuclear steady state covariance

A. V. Balakrishnan

Departments of Electrical Engineering and Mathematics, University of California, Los Angeles
Full-text PDF (1307 kB)
Abstract: We construct an example of a family of infinite-dimensional (Hilbert space valued) Gaussian Markov processes such that its limiting steady state covariance is not nuclear.
Keywords: Infinite-dimensional markov processes, gaussian processes, steady state covariance.
Received: 01.08.1991
English version:
Theory of Probability and its Applications, 1993, Volume 38, Issue 3, Pages 516–520
DOI: https://doi.org/10.1137/1138048
Bibliographic databases:
Document Type: Article
Language: English
Citation: A. V. Balakrishnan, “An infinite-dimensional Gaussian Markov process with non-nuclear steady state covariance”, Teor. Veroyatnost. i Primenen., 38:3 (1993), 656–661; Theory Probab. Appl., 38:3 (1993), 516–520
Citation in format AMSBIB
\Bibitem{Bal93}
\by A.~V.~Balakrishnan
\paper An infinite-dimensional Gaussian Markov process with non-nuclear steady state covariance
\jour Teor. Veroyatnost. i Primenen.
\yr 1993
\vol 38
\issue 3
\pages 656--661
\mathnet{http://mi.mathnet.ru/tvp4003}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1404675}
\zmath{https://zbmath.org/?q=an:0810.60085}
\transl
\jour Theory Probab. Appl.
\yr 1993
\vol 38
\issue 3
\pages 516--520
\crossref{https://doi.org/10.1137/1138048}
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