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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 3, Pages 666–670
(Mi tvp4005)
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Short Communications
A stochastic measure and nonlinear approximation of some random fields
Z. A. Ivković University of Belgrade, Faculty of Mathematics
Abstract:
For a random field $\{H_p(x,y),x,y\ge0\}$ where $H_p(x,y)=H_p(\eta(x,y))$, $H_p(z)$ is
the Hermite polynomial of degree $p$ and $\{\eta(x,y),x,y\ge0\}$ is a real Gaussian random
field with $\eta(0,y)=\eta(x,0)=\mathbf{E}\eta(x,y)=0$ a stochastic measure and nonlinear
approximations are introduced and properties of mean-square error of approximations
are studied.
Keywords:
Gaussian random fields, stochastic measures, nonlinear approximations, mean-square error.
Received: 13.12.1990
Citation:
Z. A. Ivković, “A stochastic measure and nonlinear approximation of some random fields”, Teor. Veroyatnost. i Primenen., 38:3 (1993), 666–670; Theory Probab. Appl., 38:3 (1993), 525–528
Linking options:
https://www.mathnet.ru/eng/tvp4005 https://www.mathnet.ru/eng/tvp/v38/i3/p666
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