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Gaussian process

A Gaussian process is a stochastic process, every linear combination of whose values, at any finite set of times, is normally distributed.

The Wiener process is perhaps the most widely studied Gaussian process.

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Referenced By

Empirical orthogonal functions | Gauss-Markov process | Gaussian | List of mathematical topics (G-I) | List of mathematical topics (G-Z) | List of probability topics | Stochastic process | Stochastic processes | Theory of random functions | Wiener process

 

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This article is licensed under the GNU Free Documentation License. It uses material from the Wikipedia article "Gaussian process".

 

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