In this paper, a new class of Gaussian processes is proposed for resource-constrained mobile sensor networks. Such a Gaussian process builds on a GMRF with respect to a proximity graph over a surveillance region. The main advantages of using this class of Gaussian processes over standard Gaussian processes defined by mean and covariance functions are its numerical efficiency and scalability due to its built-in GMRF and its capability of representing a wide range of non-stationary physical processes. The formulas for predictive statistics such as predictive mean and variance are derived and a sequential field prediction algorithm is provided for sequentially sampled observations. For a special case using compactly supported weighting functions, we propose a distributed algorithm to implement field prediction by correctly fusing all observations. Simulation and experimental results illustrate the effectiveness of our approach. (C) 2012 Elsevier Ltd. All rights reserved.