Accession Number:

AD0641323

Title:

LOCAL BEHAVIOR OF STATIONARY GAUSSIAN PROCESSES,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

• Marcus,M. B.

Report Date:

1966-10-01

Pagination or Media Count:

59.0

Abstract:

The local behavior is found for a wide class of separable, stationary Gaussian processes. In most cases, the processes considered are those with covariances that are convex in 0, d for some d 0. Analogues are found to the well-known results for Brownian motion, the law of the iterated logarithm, and Paul Levys uniform Holder condition. Author

Descriptors:

• (*INFORMATION THEORY
• *STATISTICAL PROCESSES)
• BROWNIAN MOTION
• PROBABILITY

Subject Categories:

• Statistics and Probability
• Cybernetics
• Nuclear Physics and Elementary Particle Physics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE