Gaussian Markov triplets approached by block matrices
Multivariate normal distributions are described by a positive definite matrix and if their joint distribution is Gaussian as well then it can be represented by a block matrix. The aim of this note is to study Markov triplets by using the block matrix technique. A Markov triplet is characterized by t...
Elmentve itt :
| Szerzők: | |
|---|---|
| Dokumentumtípus: | Cikk |
| Megjelent: |
Bolyai Institute, University of Szeged
Szeged
2009
|
| Sorozat: | Acta scientiarum mathematicarum
75 No. 1-2 |
| Kulcsszavak: | Matematika |
| Tárgyszavak: | |
| Online Access: | http://acta.bibl.u-szeged.hu/16305 |