Asymptotic behaviour of Gaussian random fields

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Abstract

Let X={X(t), t∈ℝN} be a centred Gaussian random field with covariance ℰX(t)X(s)=r(t-s) continuous on ℝN×ℝN and r(0)=1. Let σ(t,s)=(ℰ(X(t)-X(s))2)1/2; σ(t,s) is a pseudometric on ℝN. Assume X is σ-separable. Let D1 be the unit cube in ℝN and for 0
Original languageEnglish (US)
JournalZeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
Volume59
Issue number2
DOIs
StatePublished - Jun 1 1982
Externally publishedYes

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Generated from Scopus record by KAUST IRTS on 2019-11-20

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