A different construction of Gaussian fields from Markov chains: Dirichlet covariances.

DOI10.1016/S0246-0203(02)01123-8zbMath1033.60049OpenAlexW1498857622MaRDI QIDQ1863425

Steven N. Evans, Persi Diaconis

Publication date: 11 March 2003

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2002__38_6_863_0

zbMATH Keywords

Markov chainspotential theoryDirichlet formGaussian random fieldnegative correlation

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Continuous-time Markov processes on discrete state spaces (60J27)

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