The generators of a Gaussian wave associated with the free Markov field

DOI10.1214/AOP/1176991785MaRDI QIDQ1102622zbMATH OpenOpenAlexFDO

Authors Wei-Shih Yang

Publication date 1988

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176991785

zbMATH Keywords

Dirichlet spaceexponential killing rateFeynman-Kac-Nelson formulafree Markov fieldMarkov property

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60)

Review text

The author starts with a Brownian motion X on \({\mathbb{R}}^ d \)with exponential killing rate 1/2 and considers the Gaussian (free) field \(\Phi =\{\Phi f;f\in H\}\), where H is the Dirichlet space associated with X. Moreover, he considers a continuous function \(\rho\) on \({\mathbb{R}}^ d\) with values in an interval I. Then \((\Phi_ t;t\in I)\) given by the subfields \(\Phi_ t=\Phi (\rho^{-1}(t))\) is a Gaussian process and (\(\Phi,\rho)\) is called a Gaussian wave. The Markov property of \(\Phi\) implies that \((\Phi_ t,t\in I)\) is a non-homogeneous Markov process. The author evaluates its generator. In particular, he gives explicit calculations in the case \(\rho (x,s)=s(x\in {\mathbb{R}}^{d-1},s\in {\mathbb{R}})\).

Recommendations

• Gaussian and non-Gaussian random fields associated with Markov processes
• Some central limit theorems for Markov paths and some properties of Gaussian random fields
• A connection between Gaussian processes and Markov processes
• White noise approach to Gaussian random fields
• Local field Brownian motion

Cited in

(1)

• Harmonic oscillators, waves and Gaussian processes

This page was built for publication: The generators of a Gaussian wave associated with the free Markov field

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1102622)