A noncanonical representation of the Brownian sheet (Q2474656): Difference between revisions

The authors deal with the problem of noncanonical representations of Brownian sheets. Given a Brownian sheet \(B_{s,t}\) and \(L^2\)-functions \(f,g\) new random fields \(B_{s,t}^{f,g}, B_{s,t}^f,B_{s,t}^g\) are constructed being again Brownian sheets. Independence properties between the \(\sigma\)-algebras generated by these fields and the original Brownian sheet show that these representations are noncanonical. Moreover, ergodicity of the transformation \(B\rightarrow B^{f,g}\) is considered, and the results are applied to other Gaussian processes, especially to fractional Brownian sheets.