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The Annals of Probability
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The Annals of Probability
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The Generators of a Gaussian Wave Associated with the Free Markov Field

The generators of a Gaussian wave associated with the free Markov field
Authors: Yang, Wei-Shih;

The Generators of a Gaussian Wave Associated with the Free Markov Field

Abstract

The author starts with a Brownian motion X on \({\mathbb{R}}^ d \)with exponential killing rate 1/2 and considers the Gaussian (free) field \(\Phi =\{\Phi f;f\in H\}\), where H is the Dirichlet space associated with X. Moreover, he considers a continuous function \(\rho\) on \({\mathbb{R}}^ d\) with values in an interval I. Then \((\Phi_ t;t\in I)\) given by the subfields \(\Phi_ t=\Phi (\rho^{-1}(t))\) is a Gaussian process and (\(\Phi,\rho)\) is called a Gaussian wave. The Markov property of \(\Phi\) implies that \((\Phi_ t,t\in I)\) is a non-homogeneous Markov process. The author evaluates its generator. In particular, he gives explicit calculations in the case \(\rho (x,s)=s(x\in {\mathbb{R}}^{d-1},s\in {\mathbb{R}})\).

Keywords

60G60, Gaussian random field, Gaussian processes, Markov property, Feynman-Kac-Nelson formula, free Markov field, Dirichlet space, exponential killing rate, 60G15, Random fields, Brownian motion, Levy-Khintchine measure, generators

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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