Exact computation of Feynman-type integrals involving Gaussian random fields

被引：0

作者：

Kallianpur G. ^{[1
]}

Papanicolaou V.G. ^{[2
,3
]}

机构：

[1] Department of Statistics, Univ. of N. Carolina at Chapel Hill, Chapel Hill

[2] Dept. of Mathematics and Statistics, Wichita State University, Wichita

[3] Department of Mathematics, Natl. Technical University of Athens

来源：

Stochastic Environmental Research and Risk Assessment | 2000年 / 14卷 / 1期

关键词：

Brownian sheet/tent; Feynman integral; Multiparameter Gaussian (or Wiener) process;

D O I：

10.1007/s004770050003

中图分类号：

学科分类号：

摘要：

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.

引用

页码：33 / 49

页数：16

共 6 条

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[3]

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[4]

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[6]

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