Characterization of multivariate stationary Gaussian reciprocal diffusions

DOI10.1006/jmva.1997.1678zbMath0883.60027OpenAlexW2067447669MaRDI QIDQ1365551

Bernard C. Levy

Publication date: 16 March 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5179e2292a09b910d2288dfe4b55d3e83f6f83f7

zbMATH Keywords

stationary processHamiltonian matrixreciprocal processGaussian reciprocal diffusion

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Diffusion processes (60J60) Canonical forms, reductions, classification (15A21)

Related Items

Reciprocal class of jump processes ⋮ Canonical form of symplectic matrix pencils

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