Can any multivariate gaussian vector be interpreted as a sample from a stationary random process?

We show that a Gaussian random vector can always be interpreted as a sample from a stationary random function on a graph in , d[greater-or-equal, slanted]2, provided that the expectations are the same for all components and the covariance matrix has identical components on the diagonal.

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Year of publication:	2007
Authors:	Perrin, Olivier ; Schlather, Martin
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 9, p. 881-884
Publisher:	Elsevier
Keywords:	Gram matrix Positive definite function Positive semi-definite matrix Stationarity on graphs

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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