Accession Number : AD0645079

Title :   GAUSSIAN PROCESSES WITH STATIONARY INCREMENTS POSSESSING DISCONTINUOUS SAMPLE PATHS,

Corporate Author : RAND CORP SANTA MONICA CALIF

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

Report Date : DEC 1966

Pagination or Media Count : 20

Abstract : A presentation of new properties of Gaussian processes with stationary increments. The results of the study concern conditions for which the sample paths of these processes are not continuous, and will be useful in problems where Gaussian processes occur. The memorandum is directed to specialists in communication theory and other fields of applied probability theory and should be of interest to applied scientists concerned with engineering analysis. (Author)

Descriptors :   (*INFORMATION THEORY, *STATISTICAL PROCESSES), PROBABILITY, DETERMINANTS(MATHEMATICS), S MATRIX, STATISTICAL FUNCTIONS

Subject Categories : Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE