Geodesic
Local Markovian property of Gaussian stationary processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 854-858 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

A special class of Gaussian stationary processes which have $k$ derivatives is considered. We assume that the covariance function of the process behaves at the origin so as the covariance function of a process with rational spectral density. It is proved that $(k+1)$-dimensional process (i. е., the process itself and $k$ its derivatives) may be assumed to be Markovian when calculating the asymptotics of functions which are the subintegral expressions in the formula for factorial moments of the number of zero-crossings by tbe process in a small time interval. 
@article{TVP_1979_24_4_a17,
     author = {N. A. Geodakov},
     title = {Local {Markovian} property of {Gaussian} stationary processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {854--858},
     year = {1979},
     volume = {24},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a17/}
}
TY  - JOUR
AU  - N. A. Geodakov
TI  - Local Markovian property of Gaussian stationary processes
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1979
SP  - 854
EP  - 858
VL  - 24
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a17/
LA  - ru
ID  - TVP_1979_24_4_a17
ER  - 
%0 Journal Article
%A N. A. Geodakov
%T Local Markovian property of Gaussian stationary processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1979
%P 854-858
%V 24
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a17/
%G ru
%F TVP_1979_24_4_a17
N. A. Geodakov. Local Markovian property of Gaussian stationary processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 854-858. http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a17/