• 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3062091