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Second-Order Random Functions

  • John Lamperti
Part of the Applied Mathematical Sciences book series (AMS, volume 23)

Abstract

In this chapter we will consider some general properties of stochastic processes with finite second moments.

Keywords

Covariance Function Gaussian Process Differential Calculus Banach Space Versus Gaussian Markov Process 
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. 1977

Authors and Affiliations

  • John Lamperti
    • 1
  1. 1.Department of MathematicsDartmouth CollegeHanoverUSA

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