A Connection between Gaussian Processes and Markov Processes
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | A Connection between Gaussian Processes and Markov Processes |
2. | Creator | Author's name, affiliation, country | Nathalie Eisenbaum; Universités Paris 6 et 7, France |
3. | Subject | Discipline(s) | |
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4. | Description | Abstract | The Green function of a transient symmetric Markov process can be interpreted as the covariance of a centered Gaussian process. This relation leads to several fruitful identities in law. Symmetric Markov processes and their associated Gaussian process both benefit from these connections. Therefore it is of interest to characterize the associated Gaussian processes. We present here an answer to that question. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2005-03-04 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/238 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v10-238 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 10 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
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