Isotropic Gauss-Markov currents (Q1112469)

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scientific article; zbMATH DE number 4078452
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    Isotropic Gauss-Markov currents
    scientific article; zbMATH DE number 4078452

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      Isotropic Gauss-Markov currents (English)
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      1989
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      A natural definition of the Markov property for multi-parameter random processes (random fields) is the following: Let \(\{X_ t,t\in {\mathbb{R}}^ N\}\) be a multi-parameter process. For any set D in \({\mathbb{R}}^ N\), let \(\sigma_ D\) denote the \(\sigma\)-field generated by \(\{X_ t\), \(t\in D\}\). The field \(\{X_ t,t\in {\mathbb{R}}^ N\}\) is said to be Markov (or Markov of degree 1, or sharp Markov) if, for any bounded open set D with smooth boundary, \(\sigma_ D\) and \(\sigma_{D^ c}\) are conditionally independent given \(\sigma_{\partial D}\). It has been known for some time that to find interesting examples of Markov processes under this definition, it is necessary to consider generalized random functions. In this paper we show that a natural framework for the Markov property of multiparameter processes is a class of generalized random differential form (i.e. random currents). Our principal objective is to relate the Markovian nature of an isotropic Gaussian current to its spectral properties.
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      multi-parameter random processes
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      Markov property of multiparameter processes
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      spectral properties
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