Representations of isotropic Gaussian random fields with homogeneous increments
type: Item
instance of: scholarly article
title: Representations of isotropic Gaussian random fields with homogeneous increments
zbMATH Open document ID: 1147.60317
DOI: 10.1155/JAMSA/2006/72731
author: Kacha Dzhaparidze
author: Harry van Zanten
author: Pawel Zareba
published in: Journal of Applied Mathematics and Stochastic Analysis
publication date: 2008-08-15T00:00:00Z
full work available at URL: https://eudml.org/doc/54622
review text: Summary: 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 \(\mathbb R^{N}\).
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 60G07
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 5312406
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 5312406