Gaussian reciprocal processes revisited (Q1181123)
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scientific article; zbMATH DE number 27784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian reciprocal processes revisited |
scientific article; zbMATH DE number 27784 |
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Gaussian reciprocal processes revisited (English)
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27 June 1992
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First the parametrization by a subset of circle of a reciprocal Gaussian process is indicated. Next, its covariance function is characterized. Further such a process is represented in terms of a Markov one. This representation splits the set of all reciprocal Gaussian processes into three classes which are completely described. The results are proved without any regularity condition such as continuity.
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reciprocal process
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Markov process
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process defined on the circle
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Gaussian processes
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