Applying Dynkin's isomorphism: an alternative approach to understand the Markov property of the de Wijs process

DOI10.3150/13-BEJ541zbMath1339.60059arXiv1507.07357OpenAlexW1944948379MaRDI QIDQ2515499

Debashis Mondal

Publication date: 5 August 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.07357

zbMATH Keywords

krigingBrownian motionvariogramrandom walkMarkov propertyadditive functionsscreening effectpotential kernelGaussian random fieldsintrinsic autoregressions

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

Related Items (2)

Linking physics and spatial statistics: a new family of Boltzmann-Gibbs random fields ⋮ Fractional Gaussian fields: a survey

Uses Software

• GAUSSIAN
• GMRFLib
• spBayes

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