Gaussian process

Community: MathModDB

quantity

Available identifiers

WikidataQ1496376 ScholiaQ1496376MaRDI QIDQ6775372 FDOQ6775372

Named after

Carl Friedrich Gauss

Defining Formula: $\mathrm{\forall }{s}_1,\dots ,s_k\in ℝ:\mathrm{E}(\exp \left(\mathrm{i}\sum _i{s}_i{X}_{t_i}\right)):=\exp (-\frac{1}{2}\sum _{i,j}{\sigma }_{ij}{s}_i{s}_j+\mathrm{i}\sum _i{\mu }_i{s}_i)$

$X$ symbol represents Gaussian process

$\mathrm{E}(-)$ symbol represents expectation

$s_i$ symbol represents real number

$\mathrm{i}$ symbol represents imaginary unit

References

https://en.wikipedia.org/wiki/Gaussian_process

Further links

Item	Property
Gaussian process	symbol represents
simulation behavior prediction local formulation	symbol represents
stochastic process	specialized by

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