Title :
On the Gaussian characterization of certain second-order processes with specified covariance
Author :
Gutiérrez, Ramón ; Valderrama, Mariano J.
Author_Institution :
Dept. of Stat. & Oper. Res., Granada Univ., Spain
fDate :
1/1/1989 12:00:00 AM
Abstract :
The Gaussian processes in the class of second-order processes obtained by functional transformations from the process with covariance function min{t,s} are characterized. As an application, sufficiency conditions are established for the class of second-order processes with covariance k exp{-α|t-s|}, where k>0 and α>O, to be Gaussian
Keywords :
information theory; probability; random processes; stochastic processes; Gaussian processes; covariance function; functional transformations; probability; random processes; second-order processes; stochastic processes; sufficiency conditions; Eigenvalues and eigenfunctions; Gaussian processes; Integral equations; Kernel; Markov processes; Random variables; Statistics; Stochastic processes; Sufficient conditions;
Journal_Title :
Information Theory, IEEE Transactions on
