The Markov property for generalized gaussian random fields
G. Kallianpur, V. Mandrekar (1974)
Annales de l'institut Fourier
Similarity:
We obtain necessary and sufficient conditions in order that a Gaussian process of many parameters (more generally, a generalized Gaussian random field in ) 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.