Abstract
Abstract.Representation of a Gaussian process in terms of a Brownian motion is a powerful tool in the investigation of its structure. Among various representations is the canonical representation which is viewed as the best one from the viewpoint of the prediction theory. We have discovered some significance of non-canonical representations and discuss their optimality in an information theoretical approach.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
