Regularity of the sample paths of a general second order random field
From MaRDI portal
Publication:2638350
DOI10.1016/j.spa.2010.05.009zbMath1196.60061OpenAlexW1963945236MaRDI QIDQ2638350
Publication date: 15 September 2010
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2010.05.009
Random fields (60G60) General second-order stochastic processes (60G12) Sample path properties (60G17)
Related Items (16)
Mean and Covariance Estimation for Functional Snippets ⋮ Covariance Models for Divergence-Free and Curl-Free Random Vector Fields ⋮ Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation ⋮ Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates ⋮ On degeneracy and invariances of random fields paths with applications in Gaussian process modelling ⋮ Sobolev regularity of Gaussian random fields ⋮ Theoretical Guarantees for the Statistical Finite Element Method ⋮ Small sample spaces for Gaussian processes ⋮ Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions ⋮ Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems ⋮ Regularity of Gaussian processes on Dirichlet spaces ⋮ Estimators of fractal dimension: assessing the roughness of time series and spatial data ⋮ Bayesian numerical methods for nonlinear partial differential equations ⋮ Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties ⋮ An exceptional max-stable process fully parameterized by its extremal coefficients ⋮ Interpolation of spatial data – A stochastic or a deterministic problem?
Cites Work
- Spatial variation. 2nd ed
- Correlation theory of stationary and related random functions. Volume I: Basic results
- Continuity properties for random fields
- Distributions, Sobolev spaces, elliptic equations
- Level Sets and Extrema of Random Processes and Fields
- Random Fields and Geometry
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Regularity of the sample paths of a general second order random field