A different construction of Gaussian fields from Markov chains: Dirichlet covariances.
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.
scientific article; zbMATH DE number 1879938