Event Type:

Probability Seminar

Date/Time:

Tuesday, November 11, 2014 - 16:15 to 17:00

Location:

Kidder 238

Guest Speaker:

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.