Gaussian process
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In an m -dimensional stochastic process X ( t ), all the joint probability distribution functions F nm ( x 1 , t 1 ; x 2 , t 2 ;…: x n , t n ) = P { X ( t1 )≦ x1 , X ( t2 ) ≦ x2 ,…, X ( tn ) ≦ xn } If is a Gaussian distribution*, then X ( t ) is said to be a Gaussian process. Source: Asakura Publishing Dictionary of Laws Information |
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m 次元の確率過程 X（t）において，すべての同時確率分布関数 Fnm（x1，t1;x2，t2;…：xn，tn） ＝P ｛X（t1）≦x1，X（t2）≦x2，…，X（tn）≦xn ｝ がガウス分布＊なら，X（t）はガウス過程であるという． 出典 朝倉書店法則の辞典について 情報 |
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