Gauss–Markov process
id:
gauss-markov-process-263-11271334
title:
Gauss–Markov process
text:
Gauss–Markov stochastic processes are stochastic processes that satisfy the requirements for both Gaussian processes and Markov processes. A stationary Gauss–Markov process is unique up to rescaling; such a process is also known as an Ornstein–Uhlenbeck process. Gauss–Markov processes obey Langevin equations.
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Gauss%E2%80%93Markov_process
date created:
date modified:
2023-07-05T21:31:13Z
main entity:
{"identifier":"Q5527857","url":"https://www.wikidata.org/entity/Q5527857"}
image:
fields total:
13
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13