An Application of Biorthonormal Expansions in Theory of Stochastic Processes
双正交归一展开在随机过程理论中的应用
Summary Markov processes (with the exception of Gauss-Markov processes) are not in general Markov in the wide sense. Using a biorthonormal expansion of the second-order density function, it is shown that a class of Markov processes (not necessarily Gaussian) are Markov in the wide sense. These processes share some of the nice properties of Gaussian processes.