Representations of isotropic Gaussian random fields with homogeneous increments

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

doi:10.1155/JAMSA/2006/72731

Representations of isotropic Gaussian random fields with homogeneous increments

K.O. Dzhaparidze, J.H. Zanten, van, 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 RN.

Original language	English
Article number	72731
Pages (from-to)	72731-1/25
Number of pages	25
Journal	Journal of Applied Mathematics and Stochastic Analysis
Volume	2006
DOIs	https://doi.org/10.1155/JAMSA/2006/72731
Publication status	Published - 2006

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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 RN.",

author = "K.O. Dzhaparidze and {Zanten, van}, J.H. and P. Zareba",

year = "2006",

doi = "10.1155/JAMSA/2006/72731",

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AU - Zanten, van, J.H.

AU - Zareba, P.

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DO - 10.1155/JAMSA/2006/72731

M3 - Article

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SP - 72731-1/25

JO - Journal of Applied Mathematics and Stochastic Analysis

JF - Journal of Applied Mathematics and Stochastic Analysis

SN - 1048-9533

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