LOCAL BEHAVIOR OF STATIONARY GAUSSIAN PROCESSES,

Abstract

The local behavior is found for a wide class of separable, stationary Gaussian processes. In most cases, the processes considered are those with covariances that are convex in (0, d) for some d > 0. Analogues are found to the well-known results for Brownian motion, the law of the iterated logarithm, and Paul Levy's uniform Holder condition. (Author)

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1966
Accession Number
AD0641323

Entities

People

  • M. B. Marcus

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Analogs
  • Brownian Motion
  • Computing-Related Activities
  • Covariance
  • Data Science
  • Gaussian Processes
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Stationary
  • Statistical Analysis

Readers

  • Mathematical Modeling and Probability Theory.