Multiple Markov Gaussian processes

DOI10.4064/AM2411-1-2021zbMATH Open1483.60100OpenAlexW3198304559MaRDI QIDQ5031035FDOQ5031035

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

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zbMATH Keywords

Markov chainmeasure preserving transformationexactnessFrobenius-Perron operatorGauss endomorphismGauss semiflowMarkov of order \(r\)

Mathematics Subject Classification ID

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

Cites Work

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• Stochastic processes. A survey of the mathematical theory
• Frobenius-Perron operator description of Markov chains

Cited In (8)

• Title not available (Why is that?)
• Markovianity of a subset of components of a Markov process
• MULTIPLE MARKOV GENERALIZED GAUSSIAN PROCESSES AND THEIR DUALITIES
• Multiple Markov properties of Gaussian processes and their control
• Isotropic Gauss-Markov currents
• Title not available (Why is that?)
• 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)
• Title not available (Why is that?)

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