Gaussian Markov triplets approached by block matrices

Acta Scientiarum Mathematicarum

Volumn 75, Issue 1-2, 2009, Pages 329-345

  Ando, Tsuyoshi ^a   Petz, Dénes ^a  

^a Alfréd Rényi Institute of Mathematics ^*  (Hungary)

Author keywords

Entropy; Hida Cram r representation; Markov chain; Markov property; Normal distributions; Schur complement

Indexed keywords

EID: 72249084626     PISSN: 00016969     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (9)

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