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Displaying similar documents to “Approximating a harmonizable isotropic random field.”

Prediction problems

Nguyen Van Thu

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CONTENTSIntroduction......................................................................................................................................... 5I. Prediction of strictly stationary random fields.................................................................................... 6II. Prediction of stationary-in-norm fields in Banach spaces of random variables........................ 23 § 1. Banach spaces of random variables...................................................................................

Random fields and random sampling

Sandra Dias, Maria da Graça Temido (2019)

Kybernetika

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We study the limiting distribution of the maximum value of a stationary bivariate real random field satisfying suitable weak mixing conditions. In the first part, when the double dimensions of the random samples have a geometric growing pattern, a max-semistable distribution is obtained. In the second part, considering the random field sampled at double random times, a mixture distribution is established for the limiting distribution of the maximum.

A geometric derivation of the linear Boltzmann equation for a particle interacting with a Gaussian random field, using a Fock space approach

Sébastien Breteaux (2014)

Annales de l’institut Fourier

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In this article the linear Boltzmann equation is derived for a particle interacting with a Gaussian random field, in the weak coupling limit, with renewal in time of the random field. The initial data can be chosen arbitrarily. The proof is geometric and involves coherent states and semi-classical calculus.