Timeline for Generating stationary, ergodic random fields on a homogeneous space
Current License: CC BY-SA 3.0
3 events
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Jun 21, 2012 at 1:38 | comment | added | Steve Huntsman | You'll want to look at Yaglom's and Robert Adler's books if you haven't already. | |
Jun 20, 2012 at 17:36 | comment | added | Tom LaGatta | By the Riesz representation theorem, measures are exactly functionals on $X$, by the correspondance $\mu(f) = \int_M f(q) \, \mu(dq)$. Going down this route, one sees ergodic measures as the extreme points of an appropriate simplex, probably the Poulsen simplex as in Vaughn Climenhaga's question below. When we toss stationarity and especially isotropy into the mix, I really don't have a good intuition on what this space looks like. mathoverflow.net/questions/83981/… | |
Jun 20, 2012 at 17:14 | history | asked | Tom LaGatta | CC BY-SA 3.0 |