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Matrix algebra of a generalized linear stochastic model. Nonconfluent and general confluent cases

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Abstract

Matrix algebra is the natural tool for the study of linear stochastic models with many parameters. Complete solutions are given for the nonconfluent and the general confluent cases. It is shown that the axiomatics of a generalized linear stochastic model are naturally described within the framework of the linear algebra in an Euclidean space.

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  1. Claude Marmasse

    Present address: , 9 quai de l'abbé Grégoire, Blois (L et C), France

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    1. Claude Marmasse
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    Marmasse, C. Matrix algebra of a generalized linear stochastic model. Nonconfluent and general confluent cases. Bulletin of Mathematical Biophysics 27 (Suppl 1), 311–315 (1965). https://doi.org/10.1007/BF02477286

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