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:
“One important reason to stay calm is that calm parents hear more. Low-key, accepting parents are the ones whose children keep talking.”
—Mary Pipher (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)