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Gaussian process
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Mathematics
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Probability and statistics
Probability theory
Stochastic process
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A Gaussian process is a
stochastic process
whose every finite vector of values has a
multivariate normal distribution
. Its law is determined by its mean and covariance functions.
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Stochastic process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Gaussian-process characterization of Brownian motion
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