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Optimalities for random functions Lee-Wiener’s network and non-canonical representation of stationary Gaussian processes
Published online by Cambridge University Press: 22 January 2016
Abstract.
Representation of a Gaussian process in terms of a Brownian motion is a powerful tool in the investigation of its structure. Among various representations is the canonical representation which is viewed as the best one from the viewpoint of the prediction theory. We have discovered some significance of non-canonical representations and discuss their optimality in an information theoretical approach.
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- Research Article
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- Copyright © Editorial Board of Nagoya Mathematical Journal 1998
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