Gaussian process
A Gaussian process is a stochastic process, every linear combination of whose values, at any finite set of times, is normally distributed.The Wiener process is perhaps the most widely studied Gaussian process.
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| The Gaussian process reference article from the English Wikipedia on 24-Apr-2004 (provided by Fixed Reference: snapshots of Wikipedia from wikipedia.org) |
The Wiener process is perhaps the most widely studied Gaussian process.
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