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Weiss, Gideon; Westcott, Mark

A note on identification, characterisation of the Gaussian distribution and time reversibility in linear stochastic processes. (English) Zbl 0339.60033

Z. Wahrscheinlichkeitstheor. Verw. Geb. 35, 151-157 (1976).
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MSC:

60G15 Gaussian processes
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References:

[1] Bartlett, M. S., An Introduction to Stochastic Processes (1966), Cambridge: Cambridge University Press, Cambridge · Zbl 0196.18301
[2] Doob, J. L., Stochastic Processes (1953), New York: Wiley, New York · Zbl 0053.26802
[3] Kendall, D. G.; Lewis, T., On the structural information contained in the output of GI/G/^∞, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 4, 144-148 (1965) · Zbl 0125.36903
[4] Lukacs, E., Characteristic Functions (1960), London: Griffin, London · Zbl 0201.20404
[5] Rao, G. R., Characterisation of the distribution of random variables in linear structural relations, Sankhyā A, 28, 251-260 (1966) · Zbl 0238.62013
[6] Rudin, W., Fourier Analysis on Groups (1962), New York: Interscience, New York · Zbl 0107.09603
[7] Shiryaev, A. N., Some problems in the spectral theory of higher order moments I, Theor. Probability Appl., 5, 265-284 (1960) · Zbl 0109.36001
[8] Weiss, G., Time reversibility of linear stochastic processes, J. Appl. Probability, 12, 831-836 (1975) · Zbl 0322.60037
[9] Westcott, M., Identifiability in linear processes, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 16, 39-46 (1970) · Zbl 0193.44901
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