13 Gaussian Random Fields BTCXUvk4E7c

Web Reference: Apr 5, 2023 · Authors: Roberto Vega, Pouria Ramazi This project is made possible with funding by the Government of Ontario and through eCampusOntario's support of the Virtual Learning Strategy. In statistics, a Gaussian random field (GRF) is a random field involving Gaussian probability density functions of the variables. A one-dimensional GRF is also called a Gaussian process. An important special case of a GRF is the Gaussian free field. Let G be a countable set. The family of random variables fXngn2G is called a Gaussian Random Field (GRF), if for any nite subset fn1; : : : ; nkg G, the random variables. are jointly Gaussian. Remark 2.2. 1. G could be nite, or G could be a singleton, in which case we have a single random variable.

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