Keywords
- Entire Function
- Gaussian Process
- Stationary Gaussian Process
- Trigonometrical Approximation
- Finite Linear Combination
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.
This is a preview of subscription content, access via your institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
Y. Okabe: On stationary Gaussian processes with Markovian property and M. Sato's hyperfunctions, to appear in J. Math. Soc. Japan.
O. I. Presnjakova: On the analytic structure of subspaces generated by random homogeneous fields, Soviet Math. Dokl. 11 (1970) 622–625.
O. A. Orebkova: Some problems for extrapolation of random fields, Dokl. Akad. Nauk SSSR. 196 (1971) 776–778.
N. Levinson and H. P. McKean, Jr.: Weighted trigonometrical approximation on R1 with application to the germ field of a stationary Gaussian noise, Acta Math. 112 (1964), 99–143.
G. M. Molchan: On the characterization of a Gaussian field with a Markov Property, Dokl. Akad. Nauk SSSR. 197 (1971), 784–787.
L. D. Pitt: A Markov property for Gaussian processes with a multidimensional parameter, Arch. Rational Mech. Anal. 43 (1971), 367–391.
S. Kotani and Y. Okabe: On a Markovian property of stationary Gaussian processes with a multidimensional parameter, to appear in Lecture Notes in Math. Proc. Katata Symp. Springer, Berlin.
C. Roumieu: Ultra-distributions definies sur Rn et sur certains classes de variétés différentiables, J. Analyse Math. 10 (1962/3), 153–192.
C. Roumieu: Sur quelque extensions de la notion de distribution, Ann. Sci. Ecole Norm. Sup. 3 ser. 77 (1960), 41–121.
H. P. McKean, Jr.: Brownian motion with a several dimensional time, Theory of Prob. Appl. 8 (1963), 335–354.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1973 Springer-Verlag
About this paper
Cite this paper
Kotani, S. (1973). On a Markov property for stationary Gaussian processes with a multidimensional parameter. In: Maruyama, G., Prokhorov, Y.V. (eds) Proceedings of the Second Japan-USSR Symposium on Probability Theory. Lecture Notes in Mathematics, vol 330. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0061490
Download citation
DOI: https://doi.org/10.1007/BFb0061490
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-06358-2
Online ISBN: 978-3-540-46956-8
eBook Packages: Springer Book Archive
