Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154511 | Statistics & Probability Letters | 2007 | 4 Pages |
Abstract
We show that a Gaussian random vector can always be interpreted as a sample from a stationary random function on a graph in RdRd, d⩾2d⩾2, provided that the expectations are the same for all components and the covariance matrix has identical components on the diagonal.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Olivier Perrin, Martin Schlather,