ULTRAMETRIC RANDOM FIELD

Author:

YU. KHRENNIKOV A.1,KOZYREV S. V.2

Affiliation:

1. International Center for Mathematical Modelling in Physics and Cognitive Sciences University of Växjö, S-35195, Sweden

2. Steklov Mathematical Institute, Moscow, Russia

Abstract

Gaussian random field on general ultrametric space is introduced as a solution of pseudodifferential stochastic equation. Covariation of the introduced random field is computed with the help of wavelet analysis on ultrametric spaces. Notion of ultrametric Markovianity, which describes independence of contributions to random field from different ultrametric balls is introduced. We show that the random field under investigation satisfies this property.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics

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