Random Gaussian Markov sequences with values in a Hilbert space

DOI10.1007/BF00971909zbMath0643.60005OpenAlexW2099400461MaRDI QIDQ1102021

A. J. Zhalis

Publication date: 1986

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00971909

zbMATH Keywords

ergodicity of Markov chainsconditional expectation operatorsufficient conditions for convergenceinfinite-dimensional Gaussian-Markov (g.m.) sequences

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability measures on topological spaces (60B05) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

• Operator-Valued wide-sense Markov processes and solutions of infinite-dimensional linear differential systems driven by white noise
• Multivariate Wide-sense Markov Processes and Prediction Theory
• The Elementary Gaussian Processes
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