Markov property of multidimensional Gaussian random fields on Euclidean space. (Russian) Zbl 0588.60045

Malyarenko, A. A.

Teor. Veroyatn. Mat. Stat. 31, 82-90 (1984).

The aim of this paper is to characterize d-dimensional Euclidean covariant Gaussian generalized stochastic fields, \(d\geq 3\), having the Markov property as defined by E. Wong [Ann. Math. Stat. 40, 1625- 1634 (1969; Zbl 0198.227)]. The case \(d=3\) has previously been solved by G. O. S. Ekhaguere [A class of Gaussian fields of Markov type. Physica A 99, 545-568 (1979)].

Reviewer: M.Iosifescu

MSC:

60G60	Random fields
60J99	Markov processes

Keywords:

Euclidean covariant Gaussian generalized stochastic fields; Markov property

Citations:

Zbl 0198.227