论文标题
马尔可夫属性的高斯载体
Gaussian vectors with Markov property
论文作者
论文摘要
我们证明了高斯矢量的性质与欧几里得几何形状之间的平行。特别是我们研究马尔可夫的特性，并提供各种等效的欧几里得和概率特征。我们还提供了一个简单的欧几里得证据，证明了马尔可夫高斯矢量的差分熵的条件最大性（与Burg的定理有关）。
We demonstrate the parallel between the properties of Gaussian vectors and the Euclidean geometry. In particular we study the Markov property and give various equivalent Euclidean and probabilistic characterizations. We also give a simple Euclidean proof of the conditional maximality of the differential entropy for the Markov Gaussian vector (related to the Burg's Theorem).
