The Markov property for generalized gaussian random fields
Annales de l'Institut Fourier, Tome 24 (1974) no. 2, pp. 143-167
We obtain necessary and sufficient conditions in order that a Gaussian process of many parameters (more generally, a generalized Gaussian random field in ) possess the Markov property relative to a class of open sets. The method adopted is the Hilbert space approach initiated by Cartier and Pitt. Applications are discussed.
Nous obtenons des conditions nécessaires et suffisantes pour qu’un processus gaussien (ou, plus généralement, une distribution aléatoire gaussienne) à plusieurs paramètres possède la propriété markovienne par rapport à la famille des ensembles ouverts.
@article{AIF_1974__24_2_143_0,
author = {Kallianpur, G. and Mandrekar, V.},
title = {The {Markov} property for generalized gaussian random fields},
journal = {Annales de l'Institut Fourier},
pages = {143--167},
year = {1974},
publisher = {Institut Fourier},
address = {Grenoble},
volume = {24},
number = {2},
doi = {10.5802/aif.509},
mrnumber = {53 #9362},
zbl = {0275.60054},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.5802/aif.509/}
}
TY - JOUR AU - Kallianpur, G. AU - Mandrekar, V. TI - The Markov property for generalized gaussian random fields JO - Annales de l'Institut Fourier PY - 1974 SP - 143 EP - 167 VL - 24 IS - 2 PB - Institut Fourier PP - Grenoble UR - http://geodesic.mathdoc.fr/articles/10.5802/aif.509/ DO - 10.5802/aif.509 LA - en ID - AIF_1974__24_2_143_0 ER -
%0 Journal Article %A Kallianpur, G. %A Mandrekar, V. %T The Markov property for generalized gaussian random fields %J Annales de l'Institut Fourier %D 1974 %P 143-167 %V 24 %N 2 %I Institut Fourier %C Grenoble %U http://geodesic.mathdoc.fr/articles/10.5802/aif.509/ %R 10.5802/aif.509 %G en %F AIF_1974__24_2_143_0
Kallianpur, G.; Mandrekar, V. The Markov property for generalized gaussian random fields. Annales de l'Institut Fourier, Tome 24 (1974) no. 2, pp. 143-167. doi: 10.5802/aif.509
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