Abstract：

Random processes in space is not analogous to stationary random processes in time.

This is due to the unilateral nature of the time series that is only influenced by past values as opposed to the dependence on all directions in spatial processes. We have established the connection between the second-order auto-regressive random processes and its underlying discrete dynamical systems and shown that such random processes are governed by a modified Helmholtz equation in the continuous limit. A number of covariance functions will be discussed for some simple geometries and various boundary conditions.

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清华大学周培源应用数学研究中心

唐 琳

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