Generalized Markov fields and Dirichlet forms (Q1073450): Difference between revisions
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Revision as of 01:18, 20 February 2024
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English | Generalized Markov fields and Dirichlet forms |
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Generalized Markov fields and Dirichlet forms (English)
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1985
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The author considers a generalized Gaussian random field on a topological space for which the random field is indexed by measures and its covariance function is given by a transient Dirichlet form. He shows that this random field has the Markov property if and only if the Dirichlet form has the local property, by using potential theoretical methods. A similar result is shown in \textit{E. B. Dynkin} [Bull. Am. Math. Soc., New Ser. 3, 975-999 (1980; Zbl 0519.60046)].
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Gaussian random field
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transient Dirichlet form
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Markov property
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potential theoretical methods
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