Learn Exponentially Correlated Random Functions

  • Context: Graduate 
  • Thread starter Thread starter m~ray
  • Start date Start date
  • Tags Tags
    Correlation Functions
Join the discussion
Ask a follow-up here, or get your own question answered by working scientists, mathematicians and engineers — people, not an autocomplete.
Real named experts · corrections over time · the nuance an AI answer skips
Sign up Log in
1 replies · 2K views
m~ray
Messages
29
Reaction score
0
hi, i want to learn about exponentially correlated random functions. can some one help me with some ideas or links or books.
thanks in advance.
 
on Phys.org
In the case of autocorrelation functions - have a look at any material you can on Gauss-markov processes - a book with a little bit on them is "Introduction to Random Signals and Applied Kalman Filtering" by Brown & Hwang
 
Last edited:

Similar threads

Graduate Mathematical Connection between Cosmic Expansion and Exponential Growth
  • ricco
  • · Replies 24 ·
  • Set Theory, Logic, Probability, Statistics
Replies
24
Views
3K
Graduate Calculation of probabilities assuming correlation between events
  • Bob Anger
  • · Replies 9 ·
  • Set Theory, Logic, Probability, Statistics
Replies
9
Views
3K
Undergrad Is there a better way to calculate time-shifted correlation matrices?
  • Frank Einstein
  • · Replies 2 ·
  • Set Theory, Logic, Probability, Statistics
Replies
2
Views
2K
Graduate Correlation between parameters in a likelihood fit
  • Aleolomorfo
  • · Replies 3 ·
  • Set Theory, Logic, Probability, Statistics
Replies
3
Views
2K
Graduate 2D space and 1D time evolution of a random field
  • tworitdash
  • · Replies 5 ·
  • Set Theory, Logic, Probability, Statistics
Replies
5
Views
2K
Undergrad Implementation of Correlated Gaussian Random Fields Model
  • confused_engineer
  • · Replies 1 ·
  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
1K
Undergrad Linear regression and random variables
  • fog37
  • · Replies 30 ·
  • Set Theory, Logic, Probability, Statistics
2
Replies
30
Views
5K
Undergrad Coefficient sign flip in linear regression with correlated predictors
  • fog37
  • · Replies 13 ·
  • Set Theory, Logic, Probability, Statistics
Replies
13
Views
5K
Graduate How can I simulate 2D correlated data with continuous-valued variables?
  • Goldberry
  • · Replies 1 ·
  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
2K
Undergrad Time series and why would we remove seasonality and trend?
  • fog37
  • · Replies 10 ·
  • Set Theory, Logic, Probability, Statistics
Replies
10
Views
4K