On trajectories of Gaussian Markov random fields

D. Surgailis

Displaying similar documents to “On trajectories of Gaussian Markov random fields”

Gaussian approximations of multiple integrals.

Peccati, Giovanni (2007)

Electronic Communications in Probability [electronic only]

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Properties of local-nondeterminism of Gaussian and stable random fields and their applications

Yimin Xiao (2006)

Annales de la faculté des sciences de Toulouse Mathématiques

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In this survey, we first review various forms of local nondeterminism and sectorial local nondeterminism of Gaussian and stable random fields. Then we give sufficient conditions for Gaussian random fields with stationary increments to be strongly locally nondeterministic (SLND). Finally, we show some applications of SLND in studying sample path properties of $(N, d)$ -Gaussian random fields. The class of random fields to which the results are applicable includes fractional Brownian motion, the...

The Markov property for generalized gaussian random fields

G. Kallianpur, V. Mandrekar (1974)

Annales de l'institut Fourier

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We obtain necessary and sufficient conditions in order that a Gaussian process of many parameters (more generally, a generalized Gaussian random field in $R^{n}$ ) possess the Markov property relative to a class of open sets. The method adopted is the Hilbert space approach initiated by Cartier and Pitt. Applications are discussed.