2. Gaussian Vectors

  1. Jean-Claude Bertein and
  2. Roger Ceschi

Published Online: 19 JAN 2010

DOI: 10.1002/9780470612293.ch2

Discrete Stochastic Processes and Optimal Filtering

Discrete Stochastic Processes and Optimal Filtering

How to Cite

Bertein, J.-C. and Ceschi, R. (eds) (2007) Gaussian Vectors, in Discrete Stochastic Processes and Optimal Filtering, ISTE, London, UK. doi: 10.1002/9780470612293.ch2

Publication History

  1. Published Online: 19 JAN 2010
  2. Published Print: 1 JAN 2007

ISBN Information

Print ISBN: 9781905209743

Online ISBN: 9780470612293

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Keywords:

  • distribution function;
  • characteristic function;
  • Gaussian vectors;
  • theorem of derivation;
  • characterization

Summary

This chapter contains sections titled:

  • Some reminders regarding random Gaussian vectors

  • Definition and characterization of Gaussian vectors

  • Results relative to independence

  • Affine transformation of a Gaussian vector

  • The existence of Gaussian vectors

  • Exercises for Chapter 2