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math.PR2021
Gaussian random fields: with and without covariances
N. H. Bingham, Tasmin L. Symons
We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Ma…
math.PR2021
Prediction theory in continuous time
N. H. Bingham
We consider prediction theory for stationary stochastic processes in continuous time. We discuss prediction using the whole (infinite) past, and using only a finite section of the…