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Random Fields

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The New Palgrave Dictionary of Economics

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Abstract

Random fields are stochastic processes indexed by a multidimensional parameter. They possess some interesting properties, e.g. isotropy and the Markov property, and satisfy laws of large numbers and weak convergence theorems under fairly general conditions. As such, random fields provide a powerful tool for modelling spatial phenomena in physics, biology, economics, and other social sciences.

This chapter was originally published in The New Palgrave Dictionary of Economics Online, 2010. Edited by Palgrave Macmillan

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  1. http://link.springer.com/referencework/10.1057/978-1-349-95121-5

    Nazgul Jenish

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  1. Nazgul Jenish
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    Jenish, N. (2010). Random Fields. In: The New Palgrave Dictionary of Economics. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-349-95121-5_2906-1

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    • DOI: https://doi.org/10.1057/978-1-349-95121-5_2906-1

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    • Publisher Name: Palgrave Macmillan, London

    • Online ISBN: 978-1-349-95121-5

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