Alternative Definitions
Alternatively, a process is Gaussian if and only if for every finite set of indices in the index set
is a multivariate Gaussian random variable. Using characteristic functions of random variables, the Gaussian property can be formulated as follows: is Gaussian if and only if, for every finite set of indices, there are reals with and reals such that
The numbers and can be shown to be the covariances and means of the variables in the process.
Read more about this topic: Gaussian Process
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