Decomposition of Additive Random Fields

We consider in this work an additive random field on [0, 1] d , which is a sum of d uncorrelated random processes. We assume that the processes have zero mean and the same continuous covariance function. There is a significant interest in the study of random fields of this type. For example, they ar...

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Vydané v:	Vestnik, St. Petersburg University. Mathematics Ročník 53; číslo 1; s. 29 - 36
Hlavní autori:	Zani, M., Khartov, A. A.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Moscow Pleiades Publishing 01.01.2020 Springer Nature B.V
Predmet:	Analysis Approximation Continuity (mathematics) Covariance Decomposition Dependence Eigenvalues Eigenvectors Entropy Fields (mathematics) Integrals Intersections Mathematical analysis Mathematics Mathematics and Statistics Operators (mathematics) Random processes decomposition additive random fields eigenpairs covariance function covariance operator average-case approximation complexity
ISSN:	1063-4541, 1934-7855
On-line prístup:	Získať plný text
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