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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 1, Pages 32–44
(Mi tvp2153)
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This article is cited in 2 scientific papers (total in 2 papers)
Local additive functionals of Gaussian random fields
R. L. Dobrušin, M. Ya. Kel'bert Moscow
Abstract:
Local additive functional $\Xi$ is a random finite-additive measure whose value on the
parallelepiped $V\subset R^\nu$ belongs to the $\sigma$-algebra $\mathfrak B_V$ generated by the values of generalized Gaussian random field $\zeta=\{\zeta(\varphi),\varphi\in\mathfrak Y(R^\nu)\}$ on $V$. This functional are described in terms of their representation as multiple stochastic Wiener–Ito integrals.
Received: 18.03.1981
Citation:
R. L. Dobrušin, M. Ya. Kel'bert, “Local additive functionals of Gaussian random fields”, Teor. Veroyatnost. i Primenen., 28:1 (1983), 32–44; Theory Probab. Appl., 28:1 (1984), 35–42
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https://www.mathnet.ru/eng/tvp2153 https://www.mathnet.ru/eng/tvp/v28/i1/p32
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Abstract page: | 213 | Full-text PDF : | 99 |
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