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Applying Dynkin's isomorphism: An alternative approach to understand the Markov property of the de Wijs process

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https://ir.library.oregonstate.edu/concern/articles/df65v9454

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  • Dynkin’s (Bull. Amer. Math. Soc. 3 (1980) 975–999) seminal work associates a multidimensional transient symmetric 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. Extending Dykin’s isomorphism, we study here a particular generalized Gaussian Markov random field, namely, the deWijs process that originated in Georges Matheron’s pioneering work on mining geostatistics and, following McCullagh (Ann. Statist. 30 (2002) 1225–1310), is now receiving renewed attention in spatial statistics. This extension of Dynkin’s theory associates the de Wijs process with the (recurrent) Brownian motion on the two dimensional plane, grants us further insight into Matheron’s kriging formula for the de Wijs process and highlights previously unexplored relationships of the central Markov models in spatial statistics with Markov processes on the plane.
  • This is the publisher’s final pdf. The article is copyrighted by Bernoulli Society for Mathematical Statistics and Probability and published by International Statistical Institute . It can be found at: http://www.bernoulli-society.org/
  • Keywords: kriging, Brownian motion, additive functions, potential kernel, intrinsic autoregressions, random walk, screening effect, variogram
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  • Mondal, D. (2015). Applying Dynkin’s isomorphism: An alternative approach to understand the Markov property of the de Wijs process. Bernoulli, 21(3), 1289-1303. doi:10.3150/13-BEJ541
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  • 21
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  • 3
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  • Support for the work from the National Science Foundation under award DMS 0906300.
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