DocumentCode
893289
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
Volume
35
Issue
1
fYear
1989
fDate
1/1/1989 12:00:00 AM
Firstpage
210
Lastpage
211
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;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.42199
Filename
42199
Link To Document