Some comments on conditionally Markov and reciprocal Gaussian processes (Corresp.)
Julia Abrahams, John B. Thomas · IEEE Transactions on Information Theory · 1981
Mehr and McFadden's conditionally Markov processes and Jamison's reciprocal processes are two independent extensions of Slepian's work on a particular stationary Gaussian process. The relationship between them and their relationship with Gauss-Markov processes are discussed.