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A new proof of a sufficient condition for discontinuity of Gaussian processes

✍ Scribed by N. C. Jain; M. B. Marcus


Publisher
Springer
Year
1973
Tongue
English
Weight
149 KB
Volume
27
Category
Article
ISSN
1432-2064

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A characterization of a gaussian process
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In this paper we consider the estimation problem in a continuous time linear model. We establish that, under certain covariance structure of the process, if the best linear unbiased estimator for the expectation of the process is sufficient then the process involved has a Gaussian distribution. In p