Representations of isotropic Gaussian random fields with homogeneous increments

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

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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 languageEnglish
Pages (from-to)Art. ID 72731, 25
JournalJournal of Applied Mathematics and Stochastic Analysis
DOIs
Publication statusPublished - 2006

Bibliographical note

MR2253531

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