Some Comments on Approximately Stationary Gaussian Processes

Autor: Charles El-Nouty
Rok vydání: 2019
Předmět:
Zdroj: 2019 International Conference on Information and Digital Technologies (IDT).
DOI: 10.1109/dt.2019.8813397
Popis: We recall the definition of the QHASI class, a class of centered Gaussian processes which was introduced in 2015. We list its new elements. More precisely, it was proved in 2018 that, when 2HK ≤ 1,0 < H < 1,0 < K ≤ 1, the generalized bifractional Brownian motion was an element of the QHASI class. Since the case 1 < 2HK < 2, is not solved, we focus our attention on the case 2HK = 1. Some results on convexity are established and some surprising facts are observed. Then we are interested by the sum of two independent elements of the QHASI class. It generalizes several processes which were considered by several authors. We explain why the definition of the QHASI class has to be modified in order to reflect this new situation.
Databáze: OpenAIRE