On the sharp Markov property for Gaussian random fields and spectral synthesis in spaces of Bessel potentials
Pitt, Loren D. ; Robeva, Raina S.
Ann. Probab., Tome 31 (2003) no. 1, p. 1338-1376 / Harvested from Project Euclid
Let $\Phi = \{\phi(x)\dvtx x\in \mathbb{R}^2\}$ be a Gaussian random field on the plane. For $A \subset \R^2$, we investigate the relationship between the $\sigma$-field ${\mathcal F}(\Phi, A) = \sigma \{ \phi(x)\dvtx x \in A \} $ and the infinitesimal or germ $\sigma$-field $\,\bigcap_{\varepsilon >0} {\mathcal F} (\Phi, A_{\varepsilon }),$ where $A_{\varepsilon}$ is an $\varepsilon$-neighborhood of A. General analytic conditions are developed giving necessary and sufficient conditions for the equality of these two $\sigma$-fields. These conditions are potential theoretic in nature and are formulated in terms of the reproducing kernel Hilbert space associated with $\Phi $. The Bessel fields $\Phi_{\beta}$\vspace*{-1pt} satisfying the pseudo-partial differential equation $(I-\Delta)^{\beta/2}\phi(x)=\dot W(x)$, $\beta>1$, for which the reproducing kernel Hilbert spaces are identified as spaces of Bessel potentials ${\mathcal L}^{\beta, 2}$, are studied in detail and the conditions for equality are conditions for spectral synthesis in ${\mathcal L}^{\beta,2}$. The case $\beta = 2$ is of special interest, and we deduce sharp conditions for the sharp Markov property to hold here, complementing the work of Dalang and Walsh on the Brownian sheet.
Publié le : 2003-07-14
Classification:  Gaussian fields,  germ fields,  sharp Markov property,  spectral synthesis.,  60G15,  60G60,  31B15,  31B25,  60H15
@article{1055425783,
     author = {Pitt, Loren D. and Robeva, Raina S.},
     title = {On the sharp Markov property for Gaussian random fields and spectral synthesis in spaces of Bessel potentials},
     journal = {Ann. Probab.},
     volume = {31},
     number = {1},
     year = {2003},
     pages = { 1338-1376},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1055425783}
}
Pitt, Loren D.; Robeva, Raina S. On the sharp Markov property for Gaussian random fields and spectral synthesis in spaces of Bessel potentials. Ann. Probab., Tome 31 (2003) no. 1, pp.  1338-1376. http://gdmltest.u-ga.fr/item/1055425783/