Representations of isotropic Gaussian random fields with homogeneous increments
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 \(\mathbb R^{N}\).
scientific article; zbMATH DE number 5312406