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

Research output: Contribution to journal › Article › Academic › peer-review

2 Citations (Scopus)

87 Downloads (Pure)

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

Access to Document

10.1155/JAMSA/2006/72731

Metis223554Final published version, 660 KB

Cite this

@article{938f605e51d0443b87aa4e5989f2fe29,

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",

language = "English",

volume = "2006",

pages = "72731--1/25",

journal = "Journal of Applied Mathematics and Stochastic Analysis",

issn = "1048-9533",

publisher = "Hindawi Publishing Corporation",

}

TY - JOUR

T1 - Representations of isotropic Gaussian random fields with homogeneous increments

AU - Dzhaparidze, K.O.

AU - Zanten, van, J.H.

AU - Zareba, P.

PY - 2006

Y1 - 2006

N2 - 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.

AB - 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.

U2 - 10.1155/JAMSA/2006/72731

DO - 10.1155/JAMSA/2006/72731

M3 - Article

VL - 2006

SP - 72731-1/25

JO - Journal of Applied Mathematics and Stochastic Analysis

JF - Journal of Applied Mathematics and Stochastic Analysis

SN - 1048-9533

M1 - 72731

ER -

Representations of isotropic Gaussian random fields with homogeneous increments

Abstract

Access to Document

Fingerprint

Cite this