Dynkin's Isomorphism with Sign Structure

Details Dynkin's Isomorphism with Sign Structure Dynkin's Isomorphism with Sign Structure

2007-12-09

arxiv.org/abs/0712.1372v1

Mathematics

Statistics Theory

Scientific paper

The Dynkin isomorphism associates a Gaussian field to a Markov chain. These
Gaussian fields can be used as priors for prediction and time series analysis.
Dynkin's construction gives Gaussian fields with all non-negative covariances.
We extend Dynkin's construction (by introducing a sign structure on the Markov
chain) to allow general covariance sign patterns.

Affiliated with

Also associated with

No associations

Rating

Dynkin's Isomorphism with Sign Structure does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Dynkin's Isomorphism with Sign Structure, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Dynkin's Isomorphism with Sign Structure will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-404803