Rang des systèmes dynamiques gaussiens |
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| Authors: | Thierry de la Rue |
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| Institution: | (1) Analyse et Modèles Stochastiques, URA CNRS 1378, Université de Rouen, Mathématiques, Site Colbert, F76821 Mont-Saint-Aignan Cedex, France |
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| Abstract: | Although some Gaussian dynamical systems, called “Gaussian-Kronecker”, share with rank one systems some unusual properties,
we show in this work that a Gaussian dynamical system is never of finite rank. In fact, such a system can’t even be of local
rank one.
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