Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 847-853
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R. N. Mirošin. Markov and reciprocal stationary Gaussian processes of second order. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 847-853. http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a16/
@article{TVP_1979_24_4_a16,
author = {R. N. Miro\v{s}in},
title = {Markov and reciprocal stationary {Gaussian} processes of second order},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {847--853},
year = {1979},
volume = {24},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a16/}
}
TY - JOUR
AU - R. N. Mirošin
TI - Markov and reciprocal stationary Gaussian processes of second order
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1979
SP - 847
EP - 853
VL - 24
IS - 4
UR - http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a16/
LA - ru
ID - TVP_1979_24_4_a16
ER -
%0 Journal Article
%A R. N. Mirošin
%T Markov and reciprocal stationary Gaussian processes of second order
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1979
%P 847-853
%V 24
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a16/
%G ru
%F TVP_1979_24_4_a16
Let $\xi_t$ be a differentiable stationary Gaussian process. We find all correlation functions of $\xi_t$ such that the process ($\xi_t,\dot\xi_t$) is Markov (Theorem 1) or reciprocal (Theorem 2).
