Dynkin's Isomorphism with Sign Structure

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dc.creatorKhare, Kshitij
dc.date2007-12-09
dc.date.accessioned2026-07-07T08:48:12Z
dc.date.available2026-07-07T08:48:12Z
dc.descriptionThe Dynkin isomorphism associates a Gaussian field to a Markov chain. These Gaussian fields can be used as priors for prediction and time series analysis. Dynkin's construction gives Gaussian fields with all non-negative covariances. We extend Dynkin's construction (by introducing a sign structure on the Markov chain) to allow general covariance sign patterns.
dc.identifierhttps://arxiv.org/abs/0712.1372
dc.identifierhttp://arxiv.org/abs/0712.1372
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/143866
dc.subjectStatistics Theory
dc.titleDynkin's Isomorphism with Sign Structure
dc.typetext

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