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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 3, Pages 433–443 (Mi tvp726)  

This article is cited in 58 scientific papers (total in 58 papers)

On the Gaussian homogeneous fields with given conditional distributions

Yu. A. Rozanov

Moscow
Abstract: Let $\eta(t)$, $t\in E$, and $\zeta(t)\in E$, be two independent Gaussian fields in $r$-dimensional cancellated space $E$ and suppose that $\eta(t)$, $t\in E$, is a homogeneous field. Consider $\xi(t)=\eta(t)+\zeta(t)$, $t\in E$. Let $T\subset E$ be an arbitrary finite set and $\mathfrak B_T$ be the $\sigma$-algebra, generated by all random variables $\xi(t)$, $t\notin T$. The main question considered in this paper concerns the conditions for $\zeta(t)$, $t\in E$ , to be the field of conditional expectations of $\xi(t)$, $t\in E$, relative to $\mathfrak B=\bigcap\limits_T\mathfrak B_T$. Theorem 1, 2 solves the problem in the case when $\xi(t)$, $t\in E$, is a homogeneous field and theorem 4 when $\xi(t)$, $t\in E$, is a markovian field.
Received: 30.01.1967
English version:
Theory of Probability and its Applications, 1967, Volume 12, Issue 3, Pages 381–391
DOI: https://doi.org/10.1137/1112050
Bibliographic databases:
Language: Russian
Citation: Yu. A. Rozanov, “On the Gaussian homogeneous fields with given conditional distributions”, Teor. Veroyatnost. i Primenen., 12:3 (1967), 433–443; Theory Probab. Appl., 12:3 (1967), 381–391
Citation in format AMSBIB
\Bibitem{Roz67}
\by Yu.~A.~Rozanov
\paper On the Gaussian homogeneous fields with given conditional distributions
\jour Teor. Veroyatnost. i Primenen.
\yr 1967
\vol 12
\issue 3
\pages 433--443
\mathnet{http://mi.mathnet.ru/tvp726}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=221582}
\zmath{https://zbmath.org/?q=an:0212.20101}
\transl
\jour Theory Probab. Appl.
\yr 1967
\vol 12
\issue 3
\pages 381--391
\crossref{https://doi.org/10.1137/1112050}
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  • This publication is cited in the following 58 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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