Can any multivariate gaussian vector be interpreted as a sample from a stationary random process?

被引：5

作者：

Perrin, Olivier

Schlather, Martin

机构：

[1] Univ Toulouse 1, GREMAQ, F-31000 Toulouse, France

[2] Univ Toulouse 1, LERNA, F-31000 Toulouse, France

[3] Univ Gottingen, Inst Math Stochast, D-37073 Gottingen, Germany

来源：

STATISTICS & PROBABILITY LETTERS | 2007年 / 77卷 / 09期

关键词：

gram matrix; positive definite function; positive semi-definite matrix; stationarity on graphs;

D O I：

10.1016/j.spl.2006.12.005

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We show that a Gaussian random vector can always be interpreted as a sample from a stationary random function on a graph in R-d, d >= 2, provided that the expectations are the same for all components and the covariance matrix has identical components on the diagonal. (C) 2007 Elsevier B.V. All rights reserved.

引用

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页码：881 / 884

页数：4

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