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
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;
Conference_Titel :
Information Theory and Statistics, 1994. Proceedings., 1994 IEEE-IMS Workshop on
Conference_Location :
Alexandria, VA
Print_ISBN :
0-7803-2761-6
DOI :
10.1109/WITS.1994.513893
