Characterization of vector valued, Gaussian, stationary, Markov processes

DOI10.1016/0167-7152(87)90053-8zbMath0641.60045OpenAlexW2009679391MaRDI QIDQ1100805

Henryk Gzyl

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90053-8

zbMATH Keywords

harmonic oscillatorsOrnstein-Uhlenbeck processMarkov property characterizationstationary Gaussian Markov processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes (60J60)

Related Items (2)

Harmonic oscillators, waves and Gaussian processes ⋮ Forced harmonic oscillators, waves on a forced string and changes of measure

Cites Work

• An Alternative Approach to Canonical Forms of Matrices
• Statistical Mechanics of Assemblies of Coupled Oscillators
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Characterization of vector valued, Gaussian, stationary, Markov processes