Translations of Mathematical Monographs
Translations of Mathematical Monographs
Intended for students and researchers in mathematics, communications engineering, and economics, this book describes the probabilistic structure of a Gaussian process in terms of its canonical representation.
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Intended for students and researchers in mathematics, communications engineering, and economics, this book describes the probabilistic structure of a Gaussian process in terms of its canonical representation. It also presents Multiple Markov properties of a Guassian process and equivalence problems of Gaussian processes.
