ISSN:
1436-3259
Keywords:
Key words: Feynman integral, multiparameter Gaussian (or Wiener) process, Brownian sheet/tent.
Source:
Springer Online Journal Archives 1860-2000
Topics:
Architecture, Civil Engineering, Surveying
,
Energy, Environment Protection, Nuclear Power Engineering
,
Geography
,
Geosciences
Notes:
Abstract. We calculate explicitly some expectations (integrals over Hilbert spaces) of functionals of Gaussian random fields. Our work is inspired by the formulas for the harmonic oscillator. We also show how to do similar calculations by considering continuum limits of sequences of coupled harmonic oscillators. The results obtained in this work have applications in the study of random media, renormalization and scaling, and in engineering perturbation analysis.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/s004770050003
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