Characterization of Multivariate Stationary Gaussian Reciprocal Diffusions

Author:

Levy Bernard C

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference35 articles.

1. Reciprocal processes: The stationary Gaussian case;Jamison;Ann. Math. Statist.,1970

2. S. Bernstein, 1932, Sur les liaisons entre les grandeurs aléatoires, Proceedings International Cong. of Math, Zurich, Switzerland, 288, 309

3. Über die Umkehrung der Naturgesetze;Schrödinger,1931

4. Théorie relativiste de l'électron et l'interprétation de la mécanique quantique;Schrödinger;Ann. Inst. H. Poincaré,1932

5. P. Lévy, 1956, A special problem of Brownian motion and a general theory of Gaussian random functions, Proceedings 3rd Berkeley Symp. on Math. Stat. and Probab. 2, 133, 175, Univ. of Calif. Press, Berkeley, CA

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Reciprocal Class of Jump Processes;Journal of Theoretical Probability;2015-11-24

2. Characterization of Stationary Discrete-Time Gaussian Reciprocal Processes over a Finite Interval;SIAM Journal on Matrix Analysis and Applications;2002-01

3. Canonical form of symplectic matrix pencils;Linear Algebra and its Applications;1998-04

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