Kyungpook Mathematical Journal

  • 제19권2호
  • /
  • Pages.249-255
  • /
  • 1979
  • /
  • 1225-6951(pISSN)
  • /
  • 0454-8124(eISSN)
경북대학교 자연과학대학 수학과 (Department of Mathematics, Kyungpook National University)
권호 표지

ON STATIONARY GAUSSIAN SECOND ORDER MARKOV PROCESSES

  • Park, W.J. (Wright State University and Dayton) ;
  • Hsu, Y.S. (Georgia State University)
  • 발행 : 1979.12.20
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초록

In this paper we give a characterization of Stationary Gaussian 2nd order Markov processes in terms of its covariance function $R({\tau})=E[X(t)X(t+{\tau})]$ and also give some relationship among quasi-Markov, Markov and 2nd order Markov processes.

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