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

Onderzoeksoutput: Bijdrage aan tijdschrift › Tijdschriftartikel › Academic › peer review

2 Citaten (Scopus)

150 Downloads (Pure)

Samenvatting

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.

Originele taal-2	Engels
Artikelnummer	72731
Pagina's (van-tot)	72731-1/25
Aantal pagina's	25
Tijdschrift	Journal of Applied Mathematics and Stochastic Analysis
Volume	2006
DOI's	https://doi.org/10.1155/JAMSA/2006/72731
Status	Gepubliceerd - 2006

Toegang tot document

10.1155/JAMSA/2006/72731

Metis223554Definitieve gepubliceerde versie, 660 KB

Citeer dit

@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",

}

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

SN - 1048-9533

VL - 2006

SP - 72731-1/25

JO - Journal of Applied Mathematics and Stochastic Analysis

JF - Journal of Applied Mathematics and Stochastic Analysis

M1 - 72731

ER -

Representations of isotropic Gaussian random fields with homogeneous increments

Samenvatting

Toegang tot document

Vingerafdruk

Citeer dit