Important Gaussian Processes
The Wiener process is perhaps the most widely studied Gaussian process. It is not stationary, but it has stationary increments.
The Ornstein–Uhlenbeck process is a stationary Gaussian process.
The Brownian bridge is a Gaussian process whose increments are not independent.
The fractional Brownian motion is a Gaussian process whose covariance function is a generalisation of Wiener process.
Read more about this topic: Gaussian Process
Famous quotes containing the words important and/or processes:
“That the poor are invisible is one of the most important things about them. They are not simply neglected and forgotten as in the old rhetoric of reform; what is much worse, they are not seen.”
—Michael Harrington (1928–1989)
“All the followers of science are fully persuaded that the processes of investigation, if only pushed far enough, will give one certain solution to each question to which they can be applied.... This great law is embodied in the conception of truth and reality. The opinion which is fated to be ultimately agreed to by all who investigate is what we mean by the truth, and the object represented in this opinion is the real.”
—Charles Sanders Peirce (1839–1914)