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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1993 Volume 38, Issue 3, Pages 666–670 (Mi tvp4005)

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

Language: English


 English version:
Theory of Probability and its Applications, 1993, 38:3, 525–528

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