Gaussian processes

  • Wlodzimierz Bryc
Part of the Lecture Notes in Statistics book series (LNS, volume 100)


In this chapter we shall consider characterization questions for stochastic processes. We shall treat a stochastic process X as a function X t (ω) of two arguments t ∈ [0,1] and ω ∈ Ω that are measurable in argument ω, ie. as an uncountable family of random variables {X t }0 t 1. We shall also encounter processes with continuous trajectories, that is processes where functions X t (ω) depend continuously on argument t (except on a set of ω’s of probability 0).


Random Field Gaussian Process Wiener Process Multivariate Normal Distribution Characterization Theorem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag New York, Inc. 1995

Authors and Affiliations

  • Wlodzimierz Bryc
    • 1
  1. 1.Department of MathematicsUniversity of CincinnatiCincinnatiUSA

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