Skip to main content
SpringerLink
Log in

Exact computation of Feynman-type integrals involving Gaussian random fields

  • Originals
  • Published:
Stochastic Environmental Research and Risk Assessment Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

Author information

Authors and Affiliations

  1. Department of Statistics, University of North Carolina at Chapel Hill, Chapel Hill, NC 27599-3260, USA, , , , , , US

    G. Kallianpur

  2. Department of Mathematics and Statistics, Wichita State University, Wichita, KS 67206-0033, USA, , , , , , US

    V. G. Papanicolaou

Authors
  1. G. Kallianpur
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. V. G. Papanicolaou
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

About this article

Cite this article

Kallianpur, G., Papanicolaou, V. Exact computation of Feynman-type integrals involving Gaussian random fields. Stochastic Environmental Research and Risk Assessment 14, 33–49 (2000). https://doi.org/10.1007/s004770050003

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/s004770050003

Search

Navigation