{"paper":{"title":"Gauss-Markov processes as space-time scaled stationary Ornstein-Uhlenbeck processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Matyas Barczy, Peter Kern","submitted_at":"2014-09-25T13:32:54Z","abstract_excerpt":"We present a class of Gauss-Markov processes which can be represented as space-time scaled stationary Ornstein-Uhlenbeck processes defined on the real line. We give several explicit examples of the representation for certain Gauss bridge processes. As an application, we derive a formula for the density function of the supremum location of certain standardized Gauss-Markov processes on compact time intervals. We also present some sufficient conditions under which mean centered Gauss-Markov processes take zero at a fixed time with probability one."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1409.7253","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}