An Explicit Representation of a Stationary Gaussian Process
From MaRDI portal
Publication:5791029
DOI10.1214/aoms/1177730391zbMath0033.38501OpenAlexW2037801351WikidataQ101054051 ScholiaQ101054051MaRDI QIDQ5791029
Mark Kac, Arnold J. F. Siegert
Publication date: 1947
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177730391
Related Items (52)
Stochastic processes and statistical inference ⋮ On the Fourier Expansion of Stationary Random Processes ⋮ A cramer-von mises type goodness-of-fit test with asymmetric weight function. the gaussian and exponential cases ⋮ Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations. Part A: Local Karhunen--Loève Representations ⋮ Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations Part B: Accelerated Monte Carlo Sampling with Local PC Expansions ⋮ A new omnibus test of fit based on a characterization of the uniform distribution ⋮ Statistics of work performed by optical tweezers with general time-variation of their stiffness ⋮ The large deviation principle and steady-state fluctuation theorem for the entropy production rate of a stochastic process in magnetic fields ⋮ A Karhunen-Loève expansion for a mean-centered Brownian bridge ⋮ Quantifying initial and wind forcing uncertainties in the gulf of Mexico ⋮ A flexible uncertainty quantification method for linearly coupled multi-physics systems ⋮ On Toeplitz forms and stationary processes ⋮ Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems ⋮ Karhunen–Loève expansions of Lévy processes ⋮ Fluctuations from the Nonequilibrium Steady State ⋮ Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives ⋮ An iterative stochastic ensemble method for parameter estimation of subsurface flow models ⋮ Unnamed Item ⋮ The test of exponentiality based on the mean residual life function revisited ⋮ On Goodness of Fit for Operational Risk ⋮ A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients ⋮ On Cramér-von Mises type test based on local time of switching diffusion process ⋮ Multiresolution Hilbert approach to multidimensional Gauss-Markov processes ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Zu einem Satz über Verteilungen quadratischer Formen in HILBERTräumen ⋮ A uniform asymptotic expansion for weighted sums of exponentials ⋮ A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries ⋮ An asymptotic decomposition for multivariate distribution-free tests of independence ⋮ Application of the separability assumption on the statistics of linear SDOF systems under squared Gaussian excitation ⋮ Tail behaviour of Gaussian processes with applications to the Brownian pillow. ⋮ Boosting iterative stochastic ensemble method for nonlinear calibration of subsurface flow models ⋮ A tutorial on Gaussian process regression: modelling, exploring, and exploiting functions ⋮ Comparison results for the lower tail of Gaussian seminorms ⋮ Limit theorems for the square integral of Brownian motion and its increments ⋮ Some specific contiguous alternatives to the normal error assumption in linear models ⋮ A nonparametric test for bivariate circular symmetry based on the empirical cdf ⋮ A Note on Uniform Convergence of Stochastic Processes ⋮ A weighted cramer-von mises statistic derived from a decomposition of the anderson-darling statistic ⋮ On a cramér-von mises type statistic for testing bivariate independence ⋮ Asymptotic properties of Cramer-Smirnov statistics. A new approach ⋮ Tests of randomness in two dimensions ⋮ Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups ⋮ A STUDY OF TIME‐SHIFTED SIGNALS AND THEIR EXPANSIONS ⋮ A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ A test for bivariate symmetry based on the empirical distribution function ⋮ Frechet-Volterra variational equations, boundary value problems, and function space integrals ⋮ A representation of Gaussian processes ⋮ A Domain Decomposition Model Reduction Method for Linear Convection-Diffusion Equations with Random Coefficients ⋮ Stochastic processes and statistical inference ⋮ Existence and uniqueness of solution of some function-space differential equations. II ⋮ Distribution free goodness-of-fit tests for linear processes
This page was built for publication: An Explicit Representation of a Stationary Gaussian Process