... Investment Corporation, New York, NY. 10006 USA. .... These spaces are Hilbert spaces which are isometrically iso- morphic to the corresponding spaces of ...
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IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 43, NO. 5, SEPTEMBER 1997
Gauss–Markov Random Fields (GMrf) with Continuous Indices Jos´e M. F. Moura, Fellow, IEEE, and Sauraj Goswami
Abstract— Gauss–Markov random fields (GMrf’s) play an important role in the modeling of physical phenomena. The paper addresses the second-order characterization and the sample path description of GMrf’s when the indexing parameters take values in bounded subsets of
