On the Independence of Linear Functionals of Linear Processes

Publisher Website

1 July 1969

journal article
Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics

Vol. 17 (4) , 624-637
https://doi.org/10.1137/0117060

Abstract

No abstract available

Keywords

This publication has 5 references indexed in Scilit:

On probability distributions for filtered white noise
IEEE Transactions on Information Theory, 1967
On a class of stochastic processes which are closed under linear transformations
Information and Control, 1967
L 2-martingales and orthogonal decomposition
Probability Theory and Related Fields, 1963
On a Characterization of Brownian Motion
Theory of Probability and Its Applications, 1956
On the stochastic process of random noise
Kodai Mathematical Journal, 1955