A stochastic measure and nonlinear approximation of some random fields
Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 3, pp. 666-670
Cet article a éte moissonné depuis la source Math-Net.Ru
For a random field $\{H_p(x,y),x,y\ge0\}$ where $H_p(x,y)=H_p(\eta(x,y))$, $H_p(z)$ is the Hermite polynomial of degree $p$ and $\{\eta(x,y),x,y\ge0\}$ is a real Gaussian random field with $\eta(0,y)=\eta(x,0)=\mathbf{E}\eta(x,y)=0$ a stochastic measure and nonlinear approximations are introduced and properties of mean-square error of approximations are studied.
Keywords:
Gaussian random fields, stochastic measures, nonlinear approximations, mean-square error.
@article{TVP_1993_38_3_a18,
author = {Z. A. Ivkovi\'c},
title = {A stochastic measure and nonlinear approximation of some random fields},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {666--670},
year = {1993},
volume = {38},
number = {3},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1993_38_3_a18/}
}
Z. A. Ivković. A stochastic measure and nonlinear approximation of some random fields. Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 3, pp. 666-670. http://geodesic.mathdoc.fr/item/TVP_1993_38_3_a18/