A different construction of Gaussian fields from Markov chains: Dirichlet covariances.
type: Item
instance of: scholarly article
title: A different construction of Gaussian fields from Markov chains: Dirichlet covariances.
zbMATH Open document ID: 1033.60049
DOI: 10.1016/S0246-0203(02)01123-8
author: Persi Diaconis
author: Steven Neil Evans
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2003-03-11T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77745
review text: A class of Gaussian random fields with negative correlations is studied. They are defined in a natural way from a Markov chain that has the index space of the Gaussian fields as its state space. Connections between the occupation time of the Markov chain and the prediction properties of the Gaussian field are investigated.
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 60G60
zbMATH DE Number: 1879938
zbMATH Keywords: Gaussian random field
zbMATH Keywords: Markov chains
zbMATH Keywords: negative correlation
zbMATH Keywords: Dirichlet form
zbMATH Keywords: potential theory
reviewed by: Nikolai N. Leonenko
MaRDI profile type: Publication
OpenAlex ID: W1498857622
description: scientific article; zbMATH DE number 1879938