Multiple Markov Gaussian processes

DOI10.4064/AM2411-1-2021MaRDI QIDQ5031035zbMATH OpenOpenAlexFDO

Authors Zbigniew S. Kowalski

Publication date 18 February 2022

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/am2411-1-2021

zbMATH Keywords

exactnessFrobenius-Perron operatorGauss endomorphismGauss semiflowMarkov chainMarkov of order \(r\)measure preserving transformation

Mathematics Subject Classification ID

Dynamical aspects of measure-preserving transformations (37A05) Gaussian processes (60G15) Discrete-time Markov processes on general state spaces (60J05)

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Cites work

• Frobenius-Perron operator description of Markov chains
• scientific article; zbMATH DE number 424625 (Why is no real title available?)
• scientific article; zbMATH DE number 3775877 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Stochastic processes. A survey of the mathematical theory

Cited in

(10)

• Isotropic Gauss-Markov currents
• Markovianity of a subset of components of a Markov process
• scientific article; zbMATH DE number 4209217 (Why is no real title available?)
• MULTIPLE MARKOV GENERALIZED GAUSSIAN PROCESSES AND THEIR DUALITIES
• scientific article; zbMATH DE number 3921658 (Why is no real title available?)
• scientific article; zbMATH DE number 16087 (Why is no real title available?)
• scientific article; zbMATH DE number 549524 (Why is no real title available?)
• Multiple Markov properties of Gaussian processes and their control
• Multiple Markov Gaussian processes with continuous parameter
• Étude de la covariance de quelques processus gaussiens en liaison avec la propriété de Markov. (Study of the covariance of some Gaussian processes with regard to the Markov property)

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