Accession Number : AD0641323

Title :   LOCAL BEHAVIOR OF STATIONARY GAUSSIAN PROCESSES,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Marcus,M. B.

Report Date : OCT 1966

Pagination or Media Count : 59

Abstract : The local behavior is found for a wide class of separable, stationary Gaussian processes. In most cases, the processes considered are those with covariances that are convex in (0, d) for some d > 0. Analogues are found to the well-known results for Brownian motion, the law of the iterated logarithm, and Paul Levy's uniform Holder condition. (Author)

Descriptors :   (*INFORMATION THEORY, *STATISTICAL PROCESSES), BROWNIAN MOTION, PROBABILITY

Subject Categories : Statistics and Probability
      Cybernetics
      Nuclear Physics & Elementary Particle Physics

Distribution Statement : APPROVED FOR PUBLIC RELEASE