On the Path Absolute Continuity of Second Order Processes.

Abstract

Necessary and sufficient conditions are given for almost all paths of a Gaussian process to be absolutely continuous with derivative in (L sub p). Also sufficient conditions for almost sure path absolute continuity of second order processes are derived, slightly generalizing those previously known. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1974
Accession Number
AD0784919

Entities

People

  • Stamatis Cambanis

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Continuity
  • Data Science
  • Gaussian Processes
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Probability
  • Statistical Analysis

Readers

  • Graph Algorithms and Convex Optimization.
  • Statistical inference.