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  4. Characterizing distributions of stochastic processes by linear operators
 
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1999
Report
Title

Characterizing distributions of stochastic processes by linear operators

Abstract
This report describes how the finite-dimensional marginal distributions of a stochastic process with values in an arbitrary measurable space can be calculated with linear operators. A 1-1 correspondence between certain algebraic structures and distributions of discrete processes is found. One obtains a novel access to stochastic processes, by showing a way to model their distributions purely by means from linear algebra.
Author(s)
Jaeger, H.
Publisher
GMD Forschungszentrum Informationstechnik  
Publishing Place
Sankt Augustin
File(s)
Download (255.97 KB)
Rights
Use according to copyright law
DOI
10.24406/publica-fhg-290278
Language
English
AIS  
Keyword(s)
  • stochastic process

  • distribution

  • observable operator model

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