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A Gaussian Markovian process on a square lattice

Published online by Cambridge University Press:  14 July 2016

P. A. P. Moran
P. A. P. Moran*
Affiliation:
The Australian National University
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Abstract

A definition of the Markovian property is given for a lattice process and a Gaussian Markovian lattice process is constructed on a torus lattice. From this a Gaussian Markovian process is constructed for a lattice in the plane and its properties are studied.

Keywords

MARKOVIAN PROCESSESLATTICE PROCESSES

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 10 , Issue 1 , March 1973, pp. 54 - 62
Copyright
Copyright © Applied Probability Trust 1973 

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