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On the structure of splitting fields of stationary Gaussian processes with finite multiple Markovian property
Published online by Cambridge University Press: 22 January 2016
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Let X = (X(t); t ∈ R) be a real stationary mean continuous Gaussian process with expectation zero which is purely nondeterministic. In this paper we shall investigate the structure of splitting fields of X having finite multiple Markovian property using the results in [6]. We follow the notations and terminologies in [6].
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- Copyright © Editorial Board of Nagoya Mathematical Journal 1974
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