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A GaussianGaussian Random Process (GRP) is a special class of discrete-time stochastic processes in which every finite collection of random variableRandom variables is jointly GaussianGaussian distributed. This implies that for any finite set of time indices, the corresponding set of random variableRandom variables possesses a multivariate normal distribution. Such a process provides a powerful and tractable framework for modeling uncertainty and randomness in a wide array of engineering, scientific, and mathematical applications.

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Discrete-Time Gaussian  Random Processes

  • 章节

  • 发表日期：

    2026年

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  • Muammer Catak,
  • Tofigh Allahviranloo

摘要

A GaussianGaussian Random Process (GRP) is a special class of discrete-time stochastic processes in which every finite collection of random variableRandom variables is jointly GaussianGaussian distributed. This implies that for any finite set of time indices, the corresponding set of random variableRandom variables possesses a multivariate normal distribution. Such a process provides a powerful and tractable framework for modeling uncertainty and randomness in a wide array of engineering, scientific, and mathematical applications.