MULTIPLE MARKOV PROPERTIES OF GAUSSIAN PROCESSES AND THEIR CONTROL

Author(s):  
Win Win Htay
1974 ◽  
Vol 54 ◽  
pp. 69-78 ◽  
Author(s):  
V. Mandrekar

The purpose of this note is to clarify relations between multiple Markov properties (MMP) defined by Lévy ([8], [9]) and Hida [5] for Gaussian processes and to extend some work in Lévy [8] and Hida [5]. In the stationary Gaussian case it has been shown ([5], [4]) that these notions of MMP coincide. Interesting examples of (non-stationary) processes satisfying MMP can be found in [5], [8].


1983 ◽  
Vol 20 (03) ◽  
pp. 529-536
Author(s):  
W. J. R. Eplett

A natural requirement to impose upon the life distribution of a component is that after inspection at some randomly chosen time to check whether it is still functioning, its life distribution from the time of checking should be bounded below by some specified distribution which may be defined by external considerations. Furthermore, the life distribution should ideally be minimal in the partial ordering obtained from the conditional probabilities. We prove that these specifications provide an apparently new characterization of the DFRA class of life distributions with a corresponding result for IFRA distributions. These results may be transferred, using Slepian's lemma, to obtain bounds for the boundary crossing probabilities of a stationary Gaussian process.


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