Covariance factorisation and abstract representation of generalised random fields
From MaRDI portal
Publication:4522526
DOI10.1017/S0004972700018803zbMath0968.60035MaRDI QIDQ4522526
V. V. Anh, María D. Ruiz-Medina, José M. Angulo
Publication date: 20 December 2000
Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)
generalized white noise; covariance operators; duality of generalized random fields; geometric properties of Sobolev spaces
Related Items
Fractional Generalized Random Fields on Bounded Domains, FRACTIONAL RANDOM FIELDS ON DOMAINS WITH FRACTAL BOUNDARY, Stochastic fractional-order differential models with fractal boundary conditions, On least squares estimation for long-memory lattice processes, Possible long-range dependence in fractional random fields., Estimation of intrinsic processes affected by additive fractal noise, Sample path properties of fractional Riesz–Bessel field of variable order
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov property of random fields
- A physical basis for Krein's prediction formula
- Riemann function approach to unbiased filtering and prediction
- On the Relation Between Green's Functions and Covariances of Certain Stochastic Processes and Its Application to Unbiased Linear Prediction