Add to ORKGA 2D-stochastic realization is obtained for an homogeneous discrete Gaussian Markov-field in two dimensions. In specific, it is shown that such Markov fields can be represented as the (unique) pathwise solution of a 2D-recursive system of equations, with a locally-correlated “forcing-noise”. The idea of stochastic “dynamic ” system in two dimensions gets realized this way. Two types of domain are considered: spheric and rectangular
e prove that under certain mild moment and continuity assumptions, the d-dimensional continuum Gaus...
The article studies non-Gaussian extensions of a recently discovered link between certain Gaussian r...
The trajectories of motion of dynamic systems subject to Gaussian White Noise inputs have in the pas...
The smoothing problem is considered for a two dimensional (2D) Gaussian Markov field defined on a fi...
An original procedure for estimating the model parameters of discrete-index 2-D noncausal Gauss-Mar...
This paper deals with the relationship between two-dimensional parameter Gaussian random fields veri...
Summary. Continuously indexed Gaussian fields (GFs) is the most important ingredient in spatial stat...
Continuously indexed Gaussian fields (GFs) is the most important ingredient in spatial statistical m...
Continuously indexed Gaussian fields (GFs) are the most important ingredient in spatial statistical ...
We prove that under certain mild moment and continuity assumptions, the d-dimensional continuum Gaus...
In this paper we study the dynamics of time homogeneous Markov chain models from a state-space model...
In recent years, stochastic partial differential equations (SPDEs) have been shown to provide a usef...
Abstract. It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic...
International audienceWe survey the recent advance in the rigorous qualitative theory of the 2d stoc...
AbstractOur primary aim is to “build” versions of generalised Gaussian processes from simple, elemen...
e prove that under certain mild moment and continuity assumptions, the d-dimensional continuum Gaus...
The article studies non-Gaussian extensions of a recently discovered link between certain Gaussian r...
The trajectories of motion of dynamic systems subject to Gaussian White Noise inputs have in the pas...
The smoothing problem is considered for a two dimensional (2D) Gaussian Markov field defined on a fi...
An original procedure for estimating the model parameters of discrete-index 2-D noncausal Gauss-Mar...
This paper deals with the relationship between two-dimensional parameter Gaussian random fields veri...
Summary. Continuously indexed Gaussian fields (GFs) is the most important ingredient in spatial stat...
Continuously indexed Gaussian fields (GFs) is the most important ingredient in spatial statistical m...
Continuously indexed Gaussian fields (GFs) are the most important ingredient in spatial statistical ...
We prove that under certain mild moment and continuity assumptions, the d-dimensional continuum Gaus...
In this paper we study the dynamics of time homogeneous Markov chain models from a state-space model...
In recent years, stochastic partial differential equations (SPDEs) have been shown to provide a usef...
Abstract. It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic...
International audienceWe survey the recent advance in the rigorous qualitative theory of the 2d stoc...
AbstractOur primary aim is to “build” versions of generalised Gaussian processes from simple, elemen...
e prove that under certain mild moment and continuity assumptions, the d-dimensional continuum Gaus...
The article studies non-Gaussian extensions of a recently discovered link between certain Gaussian r...
The trajectories of motion of dynamic systems subject to Gaussian White Noise inputs have in the pas...