On stationary Gaussian second order Markov processes

W.J. Park; Y.S. Hsu

Original Article

Kyungpook Mathematical Journal 1979; 19(2): 249-255

Published online December 23, 1979

On stationary Gaussian second order Markov processes

W.J. Park¹, Y.S. Hsu²

¹Wright State University and Dayton, Ohio, 45435
²Georgia State University, Atlanta, Georgia 30303

Abstract

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Abstract

In this paper we give a characterization of Stationary Gaussian 2nd order Markov processes in terms of its covariance function R(τ)=E[X(t)X(t+τ)] and also give some relationship among quasi-Markov, Markov and 2nd order Markov processes.