Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields

DOI10.1515/ms-2017-0093zbMath1473.60066arXiv1501.03717OpenAlexW2970466990MaRDI QIDQ4605343

Mátyás Barczy

Publication date: 22 February 2018

Published in: Mathematica Slovaca (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.03717

zbMATH Keywords

random fieldWiener fieldOrnstein-Uhlenbeck field

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10)

Cites Work

• Karhunen-Loève expansions of \(\alpha\)-Wiener bridges
• Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets
• Unitary transformations, empirical processes and distribution free testing

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