Dynamical Representation of Markov Processes of the Separable Class

Abraham H. Haddad*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

6 Scopus citations


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 languageEnglish (US)
Pages (from-to)529-534
Number of pages6
JournalIEEE Transactions on Information Theory
Issue number5
StatePublished - Sep 1970

ASJC Scopus subject areas

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences

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