On Non-Anticipative Linear Transformations of Gaussian Processes with Equivalent Distributions
نویسندگان
چکیده
منابع مشابه
on the effect of linear & non-linear texts on students comprehension and recalling
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15 صفحه اولExtreme value distributions for nonlinear transformations of vector Gaussian processes
Approximations are developed for the marginal and joint probability distributions for the extreme values, associated with a vector of nonGaussian random processes. The component non-Gaussian processes are obtained as nonlinear transformations of a vector of stationary, mutually correlated, Gaussian random processes and are thus, mutually dependent. The multivariate counting process, associated ...
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ژورنال
عنوان ژورنال: Nagoya Mathematical Journal
سال: 1972
ISSN: 0027-7630,2152-6842
DOI: 10.1017/s0027763000015014