Can any multivariate gaussian vector be interpreted as a sample from a stationary random process?
Author InfoPerrin, Olivier Schlather, Martin Abstract We show that a Gaussian random vector can always be interpreted as a sample from a stationary random function on a graph in , d[greater-or-equal, slanted]2, provided that the expectations are the same for all components and the covariance matrix has identical components on the diagonal. Download InfoTo download: If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
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