Representations for multivariate reciprocal Gaussian processes

DOI10.1109/18.2618MaRDI QIDQ3779526zbMATH OpenOpenAlexFDO

Authors J. P. Carmichael, Jean-Claude Massé, Radu Theodorescu

Publication date 1988

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.2618

zbMATH Keywords

first-passage time problemMultivariate reciprocal Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15)

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• MULTIPLE MARKOV GENERALIZED GAUSSIAN PROCESSES AND THEIR DUALITIES
• Novel Simple Representations for Gaussian Class Multivariate Distributions With Generalized Correlation
• Recurrent representation for stationary Gaussian processes
• A new characterization for multivariate Gaussian reciprocal processes

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