Gaussian Processes with Stationary Increments Possessing Discontinuous Sample Paths.

Michael B. Marcus

ResearchPublished 1966

A presentation of new properties of Gaussian processes with stationary increments. The results of the study concern conditions for which the sample paths of these processes are not continuous, and will be useful in problems where Gaussian processes occur. The Memorandum is directed to specialists in communication theory and other fields of applied probability theory and should be of interest to applied scientists concerned with engineering analysis. 20 pp. Refs. (See also RM-5139-PR.)

Document Details

  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1966
  • Document Number: RM-5226-PR

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Marcus, Michael B., Gaussian Processes with Stationary Increments Possessing Discontinuous Sample Paths. Santa Monica, CA: RAND Corporation, 1966. https://www.rand.org/pubs/research_memoranda/RM5226.html.
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