Consistent Systems of Finite Dimensional Distributions

Consistent Systems of Finite Dimensional Distributions

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In the paper we discuss the problem of description of random fields by means of systems of finite dimensional probability distributions. We present from a unified point of view a survey of the various such systems associated with random fields. Then general system of finite dimensional distribution...

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Main Authors: Victor Arzumanian, Boris Nahapetian
Format: Article
Language:English
Published: Republic of Armenia National Academy of Sciences 2015-12-01
Series:Armenian Journal of Mathematics
Online Access:http://armjmath.sci.am/index.php/ajm/article/view/117
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spelling doaj-f09e829a965b4355ba37f6837b6ec4a62020-11-24T20:52:21ZengRepublic of Armenia National Academy of SciencesArmenian Journal of Mathematics1829-11632015-12-0172Consistent Systems of Finite Dimensional DistributionsVictor Arzumanian0Boris Nahapetian1Institute of Mathematics, NAS of Armenia, 24/5 Baghramian Ave., Yerevan, 0019, ArmeniaInstitute of Mathematics, NAS of Armenia, 24/5 Baghramian Ave., Yerevan, 0019, Armenia In the paper we discuss the problem of description of random fields by means of systems of finite dimensional probability distributions. We present from a unified point of view a survey of the various such systems associated with random fields. Then general system of finite dimensional distributions with a suitable consistency condition is introduced. The properties, relations with other systems, as well as the problems of existence and uniqueness of the corresponding random fields are discussed. http://armjmath.sci.am/index.php/ajm/article/view/117
collection DOAJ
language English
format Article
sources DOAJ
author Victor Arzumanian
Boris Nahapetian
spellingShingle Victor Arzumanian
Boris Nahapetian
Consistent Systems of Finite Dimensional Distributions
Armenian Journal of Mathematics
author_facet Victor Arzumanian
Boris Nahapetian
author_sort Victor Arzumanian
title Consistent Systems of Finite Dimensional Distributions
title_short Consistent Systems of Finite Dimensional Distributions
title_full Consistent Systems of Finite Dimensional Distributions
title_fullStr Consistent Systems of Finite Dimensional Distributions
title_full_unstemmed Consistent Systems of Finite Dimensional Distributions
title_sort consistent systems of finite dimensional distributions
publisher Republic of Armenia National Academy of Sciences
series Armenian Journal of Mathematics
issn 1829-1163
publishDate 2015-12-01
description In the paper we discuss the problem of description of random fields by means of systems of finite dimensional probability distributions. We present from a unified point of view a survey of the various such systems associated with random fields. Then general system of finite dimensional distributions with a suitable consistency condition is introduced. The properties, relations with other systems, as well as the problems of existence and uniqueness of the corresponding random fields are discussed.
url http://armjmath.sci.am/index.php/ajm/article/view/117
work_keys_str_mv AT victorarzumanian consistentsystemsoffinitedimensionaldistributions
AT borisnahapetian consistentsystemsoffinitedimensionaldistributions
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