2 papers
math.ST2022
The Circular Matern Covariance Function and its Link to Markov Random Fields on the Circle
Chunfeng Huang, Ao Li
The link between Gaussian random fields and Markov random fields is well established based on a stochastic partial differential equation in Euclidean spaces, where the Matérn covar…
math.PR2019
On White Noise Space and Levy's Brownian Motion on the Circle
Chunfeng Huang, Ao Li
In this article, we show that the Brownian motion on the circle constructed in Levy (1959) is a regular Euclidean Brownian motion on the half-circle with its own mirror image on th…