Abstract
The mean-squared continuous Markov process of the separable class is represented by a nonlinear stochastic differential equation. The representation for the strictly stationary case implies that the process is determined by its autocorrelation function and first-order probability density function. A class of stationary Markov separable processes may be obtained by a zero-memory nonlinear (ZNL) transformation of a wider class of stationary Markov processes. A special case of the multidimensional process is shown to result in a separable process of degree N. Several examples are considered to illustrate the representation.
Original language | English (US) |
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Pages (from-to) | 529-534 |
Number of pages | 6 |
Journal | IEEE Transactions on Information Theory |
Volume | 16 |
Issue number | 5 |
DOIs | |
State | Published - Sep 1970 |
ASJC Scopus subject areas
- Information Systems
- Computer Science Applications
- Library and Information Sciences