Representations for multivariate reciprocal Gaussian processes

DOI10.1109/18.2618zbMATH Open0638.60061OpenAlexW2157035061MaRDI QIDQ3779526FDOQ3779526

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

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

Recommendations

• Gaussian reciprocal processes revisited
• Multivariate reciprocal stationary Gaussian processes
• A new characterization for multivariate Gaussian reciprocal processes
• scientific article; zbMATH DE number 549524
• Characterization of Stationary Discrete-Time Gaussian Reciprocal Processes over a Finite Interval

zbMATH Keywords

first-passage time problemMultivariate reciprocal Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cited In (5)

• MULTIPLE MARKOV GENERALIZED GAUSSIAN PROCESSES AND THEIR DUALITIES
• A new characterization for multivariate Gaussian reciprocal processes
• Recurrent representation for stationary Gaussian processes
• Novel Simple Representations for Gaussian Class Multivariate Distributions With Generalized Correlation
• Title not available (Why is that?)

This page was built for publication: Representations for multivariate reciprocal Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3779526)