On Multivariate Wide-sense Markov Processes

DOI10.1017/S0027763000012824MaRDI QIDQ5563153zbMATH OpenFDO

Authors V. S. Mandrekar

Publication date 1968

Published in Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0027763000012824

zbMATH Keywords

probability theory

Cites work

• Multivariate Wide-sense Markov Processes and Prediction Theory
• On the structure of purely non-deterministic stochastic processes
• The Elementary Gaussian Processes
• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor

Cited in

(9)

• Operator-Valued wide-sense Markov processes and solutions of infinite-dimensional linear differential systems driven by white noise
• A property of random processes with unit multiplicity
• Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors
• Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
• Brownian motion minus the independent increments: representation and queuing application
• Hida-Cramér Multiplicity Theory for Multiple Markov Processes and Goursat Representations
• Spectral integrals of operator-valued functions. II: From the study of stationary processes
• On the multiple Markov property of Lévy-Hida for Gaussian processes
• scientific article; zbMATH DE number 3688432 (Why is no real title available?)

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