Abstract

An orthogonal representation for a class of generalized random fields defined on an infinite-dimensional separable Hilbert space is studied. This representation is an extension of the expansion studied in Ruiz-Medina and Angulo (1995). The results are applied to obtain the orthogonal expansion for a linear functional of a zero-mean, second-order random field satisfying certain regularity conditions. Finally, some applications of the above representation in obtaining linear prediction estimates, and in obtaining explicit-form solutions to stochastic partial differential equations, are discussed.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.