Markov property of random fields

DOI10.1007/BF01084892zbMath0463.60047MaRDI QIDQ1153612

Yu. A. Rozanov

Publication date: 1981

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

Markov propertygeneralized random fieldspectral terms

Mathematics Subject Classification ID

Random fields (60G60) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (5)

Covariance factorisation and abstract representation of generalised random fields ⋮ Markov fields with polygonal realizations ⋮ Flows of random topological spaces ⋮ Consistent polygonal fields ⋮ Gaussian stochastic processes

Cites Work

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• Stationary Gaussian Markov fields on \(R^d\) with a deterministic component
• Stochastic integrals in the plane
• A Markov property for Gaussian processes with a multidimensional parameter
• The free Markoff field
• The Markov property for generalized Gaussian random fields
• Weighted trigonometrical approximation on \(R^ 1\) with application to the germ field of a stationary Gaussian noise
• ON THE THEORY OF HOMOGENEOUS RANDOM FIELDS
• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes
• Homogeneous Gauss-Markov Random Fields
• Generalized stationary processes of Markovian character

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