Accession Number : AD0784919

Title :   On the Path Absolute Continuity of Second Order Processes.

Descriptive Note : Technical rept.,

Corporate Author : NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Cambanis,Stamatis

Report Date : JUL 1974

Pagination or Media Count : 18

Abstract : Necessary and sufficient conditions are given for almost all paths of a Gaussian process to be absolutely continuous with derivative in (L sub p). Also sufficient conditions for almost sure path absolute continuity of second order processes are derived, slightly generalizing those previously known. (Author)

Descriptors :   *Stochastic processes, Hilbert space, Measure theory, Distribution functions, Theorems

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE