Recent content by Palindrom

Based on a given covariance function for some centered and stationary Gaussian process (i.e. R(t,s)=EX_tX_s), is there an technique for determining whether or not the process X possesses the non-degeneracy described above? As an example, if R(t,s)=1 for all s and t then the answer is...

I actually didn't mean to come off as having a bad attitude, but reading my post back I see how you could have gotten that feeling. Please accept my apology. I really meant I don't see the connection between my question and what you wrote. I'm not talking about any random times, just about...

How is that related to anything?

Of course not. A counter example would be a “constant” stochastic process, equal at all times to the same standard normal RV. And that's not the only counter example. It's definitely not a general property, it depends on the given process.

Not necessarily. Think of the random vector (X,X) for a standard normal X. The question of non-degeneracy for a Gaussian process is precisely this, and it's a pretty (basic and) important one when it comes to stochastic analysis. My problem is, as basic as it should be, I have a specific...

No no - by RV I mean random vector. I just mean that for any choice of sampling times, the resulting covariance matrix is invertible.

Sorry- AC is absolutely continuous.

This is probably a stupid question, but here goes: based on the covariance function of some (centered, stationary) Gaussian process - how can one determine non-degeneracy (here I mean for any choice of a finite number of sampling times, the resulting RV is AC). Ideas?

Right, thank you, I have a centered Gaussian process in mind (should've mentioned it).

Here's a stupid question: for a Gaussian process, are these two properties equivalent?

Sorry for posting all the log... if I knew what was relevant from it I would have left only that, but I'm not clever enough... Hopefully someone here is more clever than me (well, more clever is easy, but they need to be extremely more clever than me, because I don't know SQUAT! :) ).

18:41:50 #30 Phase 127 File dlgbrnst.cpp, Line 1767 Generating DVD high compatibility borders 18:41:50 #31 Text 0 File DVDPlusRW.cpp, Line 935 EndDAO: Last written address 0 18:41:50 #32 Text 0 File Cdrdrv.cpp, Line 10140 ---- Disc Structure: Physical Format Information (00h) ----...

18:41:32 #20 Text 0 File Cdrdrv.cpp, Line 10140 ---- Disc Structure: Physical Format Information (00h) ---- Media Type: 0, Layer: 0, Address: 0 (0 h), AGID: 0; Length: 2050 Book Type: DVD+R (10), Part Version: 1.0x (1) Disc Size: 120 mm, Maximum Transfer Rate: <not specified> (F...

[SIZE="3"]I am having trouble with my DVD-R drive. The computer is one year old. In the beginning all was well - and then I bought new CD-R discs which the burner rejected continuously. Assuming it might be that it just didn't like the discs, I didn't let it bother me and ignored it. Today...

In your assignment it says "calculate the norm in the Banach space...". The space C[a,b] with the L^1 norm is not a Banach space, and so if you take this norm the space BL(C[a,b]) is not a Banach space either. This should imply that they meant the supremum norm (and in fact, like Pere correctly...