On Multivariate Wide-sense Markov Processes

DOI10.1017/S0027763000012824zbMATH Open0174.49602MaRDI QIDQ5563153FDOQ5563153

Authors: V. S. Mandrekar 

Publication date: 1968

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

zbMATH Keywords

probability theory

Cites Work

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

Cited In (9)

• 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
• Title not available (Why is that?)
• Operator-Valued wide-sense Markov processes and solutions of infinite-dimensional linear differential systems driven by white noise

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