DocumentCode :
3062091
Title :
Markovian random fields
Author :
Wong, E.
Author_Institution :
University of California, Berkeley, California
fYear :
1984
fDate :
12-14 Dec. 1984
Firstpage :
1447
Lastpage :
1450
Abstract :
In this paper we examine the Markovian properties of three important random fields: L??vy\´s Brownian motion, free Euclidean field, and Wiener process. In so doing, we advance the proposition that appropriate candidates for Markov fields are stochastic differential forms and their Markovian property is characterized by being "one derivative" removed from white noise.
Keywords :
Stochastic processes;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1984. The 23rd IEEE Conference on
Conference_Location :
Las Vegas, Nevada, USA
Type :
conf
DOI :
10.1109/CDC.1984.272296
Filename :
4048135
Link To Document :
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