A. V. Balakrishnan, “An infinite-dimensional Gaussian Markov process with non-nuclear steady state covariance”, Teor. Veroyatnost. i Primenen., 1993, Volume 38, Issue 3,Pages <nobr>656

Short Communications

An infinite-dimensional Gaussian Markov process with non-nuclear steady state covariance

A. V. Balakrishnan

Departments of Electrical Engineering and Mathematics, University of California, Los Angeles

Abstract: We construct an example of a family of infinite-dimensional (Hilbert space valued) Gaussian Markov processes such that its limiting steady state covariance is not nuclear.

Keywords: Infinite-dimensional markov processes, gaussian processes, steady state covariance.

Received: 01.08.1991

Language: English