Mean anisotropy of homogeneous Gaussian random fields and anisotropic norms of linear translation-invariant operators on multidimensional integer lattices

DOI10.1155/S1048953303000169zbMath1060.60053OpenAlexW2105201114MaRDI QIDQ1885407

Peter E. Kloeden, Phil Diamond, Igor G. Vladimirov

Publication date: 28 October 2004

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/51242

zbMATH Keywords

anisotropic normGaussian random fieldmean anisotropyKullback-Leibler informational divergence

Mathematics Subject Classification ID

Random fields (60G60) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35)

Related Items (6)

On the lower bound of the anisotropic norm of the linear stochastic system ⋮ Anisotropy-based analysis for finite horizon time-varying systems with non-centered disturbances ⋮ Bounded real lemma for the anisotropic norm of time-invariant systems with multiplicative noises ⋮ Parametrization of optimal anisotropic controllers ⋮ Anisotropic norm computation for descriptor systems with nonzero-mean input signals ⋮ Anisotropy-based analysis for the case of nonzero initial condition

This page was built for publication: Mean anisotropy of homogeneous Gaussian random fields and anisotropic norms of linear translation-invariant operators on multidimensional integer lattices