Logo 知识与财富的链接
Mean and variance of the arc length of a Gaussian process on a finite interval†

Mean and variance of the arc length of a Gaussian process on a finite interval†

ISSN:0020-7179
2013年第86卷第3期
RICHARD BARAKAT1,ELIZABETH BAUMANN2

The first and second moments of the distribution function of the arc length of a Gaussian process on a finite interval are obtained in terms of the covariance function of the derivative process. A closed expression (in terms of a modified Bessel function) was obtained for the first moment; however, the second moment had to be evaluated numerically. Numerical calculations were carried out for three typical covariance functions.

关键词:
Key words:
认领
收 藏
点 赞
认领进度
0 %

发表评论

ISSN:0020-7179
2013年第86卷第3期

用户信息设置