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 |
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Article number | 72731 |
Pages (from-to) | 72731-1/25 |
Number of pages | 25 |
Journal | Journal of Applied Mathematics and Stochastic Analysis |
Volume | 2006 |
DOIs | |
Publication status | Published - 2006 |