Representations of isotropic Gaussian random fields with homogeneous increments

K. Dzhaparidze; J.H. van Zanten; P. Zareba

doi:10.1155/jamsa/2006/72731

Representations of isotropic Gaussian random fields with homogeneous increments

K. Dzhaparidze, J.H. van Zanten, P. Zareba

Mathematics

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Abstract

We present series expansions and moving average representations of isotropic Gaussian random fields with homogeneous increments, making use of concepts of the theory of vibrating strings. We illustrate our results using the example of Lévy's fractional Brownian motion on ℝ

Original language	English
Pages (from-to)	Art. ID 72731, 25
Journal	Journal of Applied Mathematics and Stochastic Analysis
DOIs	https://doi.org/10.1155/jamsa/2006/72731
Publication status	Published - 2006

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MR2253531

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10.1155/jamsa/2006/72731

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title = "Representations of isotropic Gaussian random fields with homogeneous increments",

abstract = "We present series expansions and moving average representations of isotropic Gaussian random fields with homogeneous increments, making use of concepts of the theory of vibrating strings. We illustrate our results using the example of L{\'e}vy's fractional Brownian motion on ℝ",

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AU - Zareba, P.

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SP - Art. ID 72731, 25

JO - Journal of Applied Mathematics and Stochastic Analysis

JF - Journal of Applied Mathematics and Stochastic Analysis

ER -

Representations of isotropic Gaussian random fields with homogeneous increments

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