Multiple Markov Gaussian processes

Autorzy

Dane publikacji

  • DOI: 10.4064/am2411-1-2021

  • Tom 48

  • Zeszyt 1

  • Czasopismo: Applicationes Mathematicae

  • Strony: 65-78

  • Data publikacji online: 31.03.2021

Liczba wyświetleń: 0

Liczba pobrań: 0

Abstrakt

We get a necessary and sufficient condition on the density of the spectral measure for stationary Gaussian processes with a discrete set of parameters to be Markov of order $k$. We introduce a natural definition of the Markov property of order $r\in \mathbb R_+,$ in the case of continuous parameter. Moreover we give an extension of multiple Markov Gaussian processes with discrete parameters to Gaussian semiflows with some weaker property than the multiple Gaussian property.