GAUSSIAN PROCESSES WITH STATIONARY INCREMENTS POSSESSING DISCONTINUOUS SAMPLE PATHS,

Abstract

A presentation of new properties of Gaussian processes with stationary increments. The results of the study concern conditions for which the sample paths of these processes are not continuous, and will be useful in problems where Gaussian processes occur. The memorandum is directed to specialists in communication theory and other fields of applied probability theory and should be of interest to applied scientists concerned with engineering analysis. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1966
Accession Number
AD0645079

Entities

People

  • M. B. Marcus

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Electrical Engineering
  • Engineering
  • Ergodic Processes
  • Gaussian Processes
  • Information Science
  • Information Theory
  • Mathematics
  • Mechatronic Engineering
  • Probability
  • Scientists
  • Specialists
  • Stationary
  • Stochastic Processes

Readers

  • Mathematical Modeling and Probability Theory.
  • Technical Research and Report Writing.