Some comments on conditionally Markov and reciprocal Gaussian processes (Corresp.)

DOI10.1109/TIT.1981.1056361zbMath0468.60035MaRDI QIDQ3921903

John B. Thomas, Julia Abrahams

Publication date: 1981

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

zbMATH Keywords

reciprocal processesconditionally Markov processesreciprocal Gaussian processessum of two independent processes

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Markov processes (60J99)

Related Items (10)

Multivariate reciprocal stationary Gaussian processes ⋮ Characterization of multivariate stationary Gaussian reciprocal diffusions ⋮ Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary ⋮ Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order ⋮ Gaussian conditionally Markov sequences: modeling and characterization ⋮ Generalized fixed-interval smoothers for discrete-time systems ⋮ Reciprocal diffusions and stochastic differential equations of second order^∗ ⋮ Nearest-neighbour modelling of reciprocal chains ⋮ Gaussian reciprocal processes revisited ⋮ Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary

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