Gaussian Processes

Represents a way to represent how a gaussian evolves overtime.

$$\mathbf{x}(t)=\mathcal{G}\mathcal{P}(\mathbf{\mu }(t),\mathbf{\Sigma }(t,t^{\prime }))$$

At a specific time $\tau$, the process devolves to

$$\mathbf{x}(\tau )=\mathcal{N}(\mathbf{\mu }(\tau ),\mathbf{\Sigma }(\tau ,{\tau }^{\prime }))$$

probability