Gaussian process: Stochastic process, Linear combination, Sampling (statistics), Normal distribution, Functional (mathematics), Random variable, Wiener process - Couverture souple

 
9786133733343: Gaussian process: Stochastic process, Linear combination, Sampling (statistics), Normal distribution, Functional (mathematics), Random variable, Wiener process

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In the mathematical theory of probability, a Gaussian process is a stochastic process {Xt}t ∈T for which any finite linear combination of samples will be normally distributed (or, more generally, any linear functional applied to the sample function Xt will give a normally distributed result). Some authors[1] also assume the random variables Xt have mean zero.

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