Covariance factorisation and abstract representation of generalised random fields

DOI10.1017/S0004972700018803MaRDI QIDQ4522526zbMATH OpenOpenAlexFDO

Authors Vo V. Anh, María D. Ruiz-Medina, J. M. Angulo

Publication date 20 December 2000

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0004972700018803

zbMATH Keywords

covariance operatorsduality of generalized random fieldsgeneralized white noisegeometric properties of Sobolev spaces

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Random fields (60G60)

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Cites work

• A physical basis for Krein's prediction formula
• scientific article; zbMATH DE number 45936 (Why is no real title available?)
• scientific article; zbMATH DE number 3513077 (Why is no real title available?)
• scientific article; zbMATH DE number 3054885 (Why is no real title available?)
• Markov property of random fields
• On the Relation Between Green's Functions and Covariances of Certain Stochastic Processes and Its Application to Unbiased Linear Prediction
• Riemann function approach to unbiased filtering and prediction

Cited in

(11)

• On least squares estimation for long-memory lattice processes
• Possible long-range dependence in fractional random fields.
• Estimation of intrinsic processes affected by additive fractal noise
• DIFFERENTIAL REPRESENTATION AND MARKOV PROPERTY OF GENERALIZED RANDOM FIELDS
• Sample path properties of fractional Riesz–Bessel field of variable order
• Continuous factorizations of covariance operators and Gaussian processes
• Coherence for Multivariate Random Fields
• Fractional Generalized Random Fields on Bounded Domains
• FRACTIONAL RANDOM FIELDS ON DOMAINS WITH FRACTAL BOUNDARY
• On the continuity of characteristic functionals and sparse stochastic modeling
• Stochastic fractional-order differential models with fractal boundary conditions

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