Event Detail

Event Type: 
Applied Mathematics and Computation Seminar
Date/Time: 
Friday, November 16, 2012 - 04:00
Location: 
GLK 113
Abstract: 

Isotropic Guassian random fields have distributions that are invariant under rotations. They allow series expansions in terms of independent Gaussian coefficients, spherical harmonics, and orthogonal polynomials in R.  In this talk I will present some series expansions for a family of isotropic Gaussian random fields and show how these can be used in simulation.  I will also discuss a Markov property for random fields together with its relationship to these expansions.