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Random Functions

Chapter
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Part of the Classics in Mathematics book series

Abstract

A real random function ξ(x), xX is called Gaussian if for any integer n ≥ 1 and any x k , k = 1, 2,..., n, x k X, the sequence {ξ(x1, ξ(x2),..., ξ(x n )} has a joint normal distribution.

Keywords

Characteristic Function Markov Process Random Function Moment Function Sample Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2004

Authors and Affiliations

  1. 1.Institute of Applied Mathematics and MechanicsAcademy of Sciences of the Ukrainian SSRDonetskUSSR
  2. 2.Institute of MathematicsAcademy of Sciences of the Ukrainian SSRKievUSSR

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