On the innovation problem for Gaussian Markov random fields

DOI10.1007/BF00535500zbMath0393.60053MaRDI QIDQ4176229

Donatas Surgailis, Roland Lvovich Dobrushin

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Random FieldsGaussian Markov Random FieldsInnovating FieldInnovation ProblemInnovation ProcessMarkov Fields of Finite OrderStochastic Dirichlet Problem

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15)

Related Items

Isotropic Gauss-Markov currents ⋮ The estimate of potential in stochastic Schrödinger's equation ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3943763 Th�or�me de traces stochastiques et fonctionnelles multiplicatives pour des champs gaussiens markoviens d'ordre p]

Cites Work

• A Markov property for Gaussian processes with a multidimensional parameter
• Canonical representations of Gaussian processes and their applications
• On kernels, eigenvalues, and eigenfunctions of operators related to elliptic problems
• Homogeneous Gauss-Markov Random Fields
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the innovation problem for Gaussian Markov random fields