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:
“If you like to make things out of wood, or sew, or dance, or style people’s hair, or dream up stories and act them out, or play the trumpet, or jump rope, or whatever you really love to do, and you love that in front of your children, that’s going to be a far more important gift than anything you could ever give them wrapped up in a box with ribbons.”
—Fred M. Rogers (20th century)
“It has become a people’s war, and peoples of all sorts and races, of every degree of power and variety of fortune, are involved in its sweeping processes of change and settlement.”
—Woodrow Wilson (1856–1924)