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On a Class of Stochastic Processes which Are Closed under Linear Transformations

Robert LugannaniJohn B. Thomas
Published in: Inf. Control. (1967)
Keyphrases
  • stochastic processes
  • linear transformations
  • stochastic process
  • linear transformation
  • probability distribution
  • random fields
  • random variables
  • linear model
  • parameter space
  • dynamic bayesian networks
  • d objects