Some characterizations of polynomial-Gaussian processes (Q1866687)
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scientific article; zbMATH DE number 1897049
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some characterizations of polynomial-Gaussian processes |
scientific article; zbMATH DE number 1897049 |
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Some characterizations of polynomial-Gaussian processes (English)
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27 April 2003
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A stochastic polynomial-Gaussian process (PGP) keeps various properties of real-valued Gaussian processes. This paper gives a new version of Lévy characterization theorem, shows that every PGP has a continuous modification, obtains a necessary and sufficient condition for a PGP to be a Markov process and discusses a characterization of PGP based on the independence of some linear forms.
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polynomial-Gaussian process
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Markov process
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continuous modification
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Lévy characterization theorem
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0.9378434
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0.89498174
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0.89224917
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