• DocumentCode
    2344936
  • Title

    Sample path description of Gauss Markov random fields

  • Author

    Goswami, Sauraj ; Moura, José M F

  • Author_Institution
    Dept. of Electr. Eng., Carnegie Mellon Univ., Pittsburgh, PA, USA
  • fYear
    1994
  • fDate
    27-29 Oct 1994
  • Firstpage
    64
  • 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
  • Keywords
    Gaussian processes; Markov processes; partial differential equations; random processes; signal sampling; vectors; Gauss Markov random fields; random forcing term; sample path description; stochastic partial differential equation; vector measures theory; Concrete; Differential equations; Gaussian processes; Hilbert space; Kernel; Markov random fields; Mean square error methods; Partial differential equations; Random variables; Stochastic processes;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory and Statistics, 1994. Proceedings., 1994 IEEE-IMS Workshop on
  • Conference_Location
    Alexandria, VA
  • Print_ISBN
    0-7803-2761-6
  • Type

    conf

  • DOI
    10.1109/WITS.1994.513893
  • Filename
    513893