Dane publikacji
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.