On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (Q605021): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 00:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes |
scientific article |
Statements
On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (English)
0 references
12 November 2010
0 references
completely positive matrix
0 references
matrix subordinator
0 references
normal mixture
0 references
operator self-decomposable distributions
0 references
positive semidefinite Ornstein-Uhlenbeck type process
0 references
quadratic variation
0 references
second order structure
0 references
stationary distribution
0 references
