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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2003 Volume 301, Pages 92–143 (Mi znsl942)

Monotone nonincreasing random fields on posets. I

L. B. Beinenson

Nizhny Novgorod Agency for High Technologies

Abstract: For an arbitrary poset $H$ and measure $\rho$ on $H\times{\mathbf R}$ (where $\mathbf R$ is the real axis), we construct a monotone decreasing stochastic field $\eta_\rho$ and calculate finite-dimensional distributions of the field. In the case where $H$ is a $\wedge$-semilattice and the measure $\rho$ satisfies additional conditions, we calculate characteristics of the field $\eta_\rho$ such as the expectation of the field value at a point, variance of the field value at a point, and correlation function of the field.
The described construction for random fields gives a new method for constructing positively defined functions on posets.

UDC: 519.21+512.562

Received: 07.07.2003


 English version:
Journal of Mathematical Sciences (New York), 2005, 129:2, 3730–3756

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