Gaussian process

From Glossary of Meteorology



Gaussian process

(Also called stationary Gaussian process, stationary Gaussian time series.) A stationary time series in which the joint probability distribution of any sequence of values, x(t1), x(t2), . . ., x(tn), is a multivariate normal distribution, or a stationary random process that is completely determined by its spectrum or autocorrelation function.


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