{"title":"Sample path description of Gauss Markov random fields","authors":"S. Goswami, José M. F. Moura","doi":"10.1109/WITS.1994.513893","DOIUrl":null,"url":null,"abstract":"We provide a characterization of Gauss Markov random fields in terms of partial differential equations with random forcing term. Our method consists of obtaining a concrete representation of an abstract stochastic partial differential equation using some results from the theory of vector measures.","PeriodicalId":423518,"journal":{"name":"Proceedings of 1994 Workshop on Information Theory and Statistics","volume":"739 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1994-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of 1994 Workshop on Information Theory and Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/WITS.1994.513893","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
We provide a characterization of Gauss Markov random fields in terms of partial differential equations with random forcing term. Our method consists of obtaining a concrete representation of an abstract stochastic partial differential equation using some results from the theory of vector measures.