Abstract
A real random function ξ(x), x ∈ X is called Gaussian if for any integer n ≥ 1 and any x k , k = 1, 2,..., n, x k ∈ X, the sequence {ξ(x 1, ξ(x 2),..., ξ(x n )} has a joint normal distribution.
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© 2004 Springer-Verlag Berlin Heidelberg
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Gihman, I.I., Skorokhod, A.V. (2004). Random Functions. In: The Theory of Stochastic Processes I. Classics in Mathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-61943-4_3
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DOI: https://doi.org/10.1007/978-3-642-61943-4_3
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-20284-4
Online ISBN: 978-3-642-61943-4
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