论文信息 - On Miroshin’s Second-Order Reciprocal Processes

On Miroshin’s Second-Order Reciprocal Processes

The class of stationary Gaussian second-order reciprocal processes is shown to include the class of second-order Markov processes together with two processes identified previously by Miroshin. [Theory Prob. Appl., 24, 4 (1979, English 1980), pp. 845–852].

Julia Abrahams

[1] B. Jamison,et al. Reciprocal Processes: The Stationary Gaussian Case , 1970 .

[2] John B. Thomas,et al. Some comments on conditionally Markov and reciprocal Gaussian processes , 1981, IEEE Trans. Inf. Theory.