Event Detail

Event Type: 
Probability Seminar
Date/Time: 
Tuesday, November 11, 2014 - 16:15 to 17:00
Location: 
Kidder 238

Speaker Info

Institution: 
Department of Statistics, Oregon State University
Abstract: 

Dynkin's (1980) seminal work associates a multidimensional Markov process with a multidimensional Gaussian random field. This association, known as Dynkin's isomorphism, has profoundly influenced the studies of Markov properties of generalized Gaussian random  fields. In this talk, applying Dykin's isomorphism, we shall investigate  a particular generalized Gaussian Markov random  field, namely, the de Wijs process that originated in Georges Matheron's pioneering work on mining geostatistics and, following McCullagh (2002), is now receiving renewed attention in spatial statistics. Dynkin's theory grants us further insight into Matheron's kriging formula for the de Wijs process and highlight  previously unexplored relationships of the central Markov models in spatial statistics with random walks and the Brownian motion on the plane.