Gaussian process (Q6775372)

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stochastic process such that every finite collection of random variables has a multivariate normal distribution

Language	Label	Description	Also known as
default for all languages	No label defined
English	Gaussian process	stochastic process such that every finite collection of random variables has a multivariate normal distribution

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\forall s_{1}, \dots, s_{k} \in ℝ : E (\exp (i \sum_{i} s_{i} X_{t_{i}})) := \exp (- \frac{1}{2} \sum_{i, j} σ_{i j} s_{i} s_{j} + i \sum_{i} μ_{i} s_{i})

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X

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E (-)

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s_{i}

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i

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