A class of gaussian fields of Markov type

G.O.S. Ekhaguere

Physica A: Statistical Mechanics and its Applications, 1979, vol. 99, issue 3, 545-568

Abstract: We establish necessary and sufficient conditions for a certain class of multicomponent Gaussian generalized stochastic fields to have the Markov property proposed by Wong. In an earlier paper by the present author, Wong's notion of Markov property was compared with another notion of Markov property due to Nelson, and it was shown that, in the case of Euclidean covariant Gaussian generalized stochastic fields, the former notion is implied by the latter. Besides the characterization mentioned above, results in the present paper further confirm this assertion.

Date: 1979
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:99:y:1979:i:3:p:545-568

DOI: 10.1016/0378-4371(79)90071-2

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