Accession Number:

AD0784919

Title:

On the Path Absolute Continuity of Second Order Processes.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1974-07-01

Pagination or Media Count:

18.0

Abstract:

Necessary and sufficient conditions are given for almost all paths of a Gaussian process to be absolutely continuous with derivative in L sub p. Also sufficient conditions for almost sure path absolute continuity of second order processes are derived, slightly generalizing those previously known. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE