• DocumentCode
    1025375
  • Title

    Representations for multivariate reciprocal Gaussian processes

  • Author

    Carmichael, J.-P. ; Massé, Jean-claude ; Theodorescu, Radu

  • Author_Institution
    Dept. of Math., Stat. & Actuary, Laval Univ., Quebec, Que., Canada
  • Volume
    34
  • Issue
    1
  • fYear
    1988
  • fDate
    1/1/1988 12:00:00 AM
  • Firstpage
    155
  • Lastpage
    157
  • Abstract
    Multivariate reciprocal Gaussian processes are represented as a sum of two independent processes: a piecewise Markov process, which is also represented in terms of a Wiener-type process, and a time-dependent linear transformation of a normally distributed random vector. This result is then applied to the first-passage time problem
  • Keywords
    Markov processes; random processes; Wiener-type process; first-passage time problem; multivariate reciprocal Gaussian processes; normally distributed random vector; piecewise Markov process; time-dependent linear transformation; Councils; Covariance matrix; Gaussian processes; Markov processes; Random processes; Vectors;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/18.2618
  • Filename
    2618
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1025375