A different construction of Gaussian fields from Markov chains: Dirichlet covariances. (Q1863425)
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| Language | Label | Description | Also known as |
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| English | A different construction of Gaussian fields from Markov chains: Dirichlet covariances. |
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A different construction of Gaussian fields from Markov chains: Dirichlet covariances. (English)
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11 March 2003
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A class of Gaussian random fields with negative correlations is studied. They are defined in a natural way from a Markov chain that has the index space of the Gaussian fields as its state space. Connections between the occupation time of the Markov chain and the prediction properties of the Gaussian field are investigated.
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Gaussian random field
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Markov chains
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negative correlation
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Dirichlet form
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potential theory
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