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Optimalities for random functions Lee-Wiener’s network and non-canonical representation of stationary Gaussian processes

Published online by Cambridge University Press:  22 January 2016

Win Win Htay
Win Win Htay*
Affiliation:
Graduate School of Mathematics, Nagoya University, Chikusa-Ku, Nagoya 464-8602, Japan
*
Department of Mathematics, University of Yangon, Yangon, Myanmar
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Abstract.

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Representation of a Gaussian process in terms of a Brownian motion is a powerful tool in the investigation of its structure. Among various representations is the canonical representation which is viewed as the best one from the viewpoint of the prediction theory. We have discovered some significance of non-canonical representations and discuss their optimality in an information theoretical approach.

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 149 , March 1998 , pp. 9 - 17
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1998

References

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