Timeline for Derivative of a differentiable stationary Gaussian process
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 31, 2015 at 6:08 | answer | added | Zbigniew | timeline score: 0 | |
| Jun 14, 2012 at 17:42 | answer | added | Hoytak | timeline score: 3 | |
| May 15, 2011 at 1:46 | comment | added | James Hsieh | I apologize if I mis-stated the question -- I'm still learning about this area. Specifically, consider a 1D signal f(x) generated by some stationary stochastic process for which the distribution of f(x) is Gaussian, and (say) the autocorrelation is also Gaussian. What can be said about the distribution of values of f'(x)? | |
| May 14, 2011 at 22:42 | comment | added | George Lowther | I suppose an example would be a point rotating about the origin in $\mathbb{R}^2$ started with a symmetric normal distribution. | |
| May 14, 2011 at 22:37 | comment | added | George Lowther | But, limits of Gaussians are Gaussian, so the answer must be yes. | |
| May 14, 2011 at 22:36 | comment | added | George Lowther | What's an example of a differentiable stationary Gaussian process? | |
| May 14, 2011 at 22:30 | history | asked | James Hsieh | CC BY-SA 3.0 |