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Zapiski Nauchnykh Seminarov POMI, 2003, Volume 301, Pages 92–143
(Mi znsl942)
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Monotone nonincreasing random fields on posets. I
L. B. Beinenson Nizhny Novgorod Agency for High Technologies
Abstract:
For an arbitrary poset $H$ and measure $\rho$ on $H\times{\mathbf R}$ (where $\mathbf R$ is the real axis), we construct a monotone decreasing stochastic field $\eta_\rho$ and calculate finite-dimensional distributions of the field. In the case where $H$ is a $\wedge$-semilattice and the measure $\rho$ satisfies additional conditions, we calculate characteristics of the field $\eta_\rho$ such as the expectation of the field value at a point, variance of the field value at a point, and correlation function of the field.
The described construction for random fields gives a new method for constructing positively defined functions on posets.
Received: 07.07.2003
Citation:
L. B. Beinenson, “Monotone nonincreasing random fields on posets. I”, Representation theory, dynamical systems, combinatorial and algoritmic methods. Part IX, Zap. Nauchn. Sem. POMI, 301, POMI, St. Petersburg, 2003, 92–143; J. Math. Sci. (N. Y.), 129:2 (2005), 3730–3756
Linking options:
https://www.mathnet.ru/eng/znsl942 https://www.mathnet.ru/eng/znsl/v301/p92
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Abstract page: | 168 | Full-text PDF : | 41 | References: | 31 |
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