On the orthogonal representation of generalized random fields

J. M. Angulo and M. D. Ruiz-Medina

Statistics & Probability Letters, 1997, vol. 31, issue 3, 145-153

Abstract: An orthogonal representation for a class of generalized random fields defined on an infinite-dimensional separable Hilbert space is studied. This representation is an extension of the expansion studied in Ruiz-Medina and Angulo (1995). The results are applied to obtain the orthogonal expansion for a linear functional of a zero-mean, second-order random field satisfying certain regularity conditions. Finally, some applications of the above representation in obtaining linear prediction estimates, and in obtaining explicit-form solutions to stochastic partial differential equations, are discussed.

Keywords: Orthogonal; representations; Generalized; random; fields; Linear; prediction; Stochastic; partial; differential; equations (search for similar items in EconPapers)
Date: 1997
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(96)00026-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:31:y:1997:i:3:p:145-153

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().