A noncanonical representation of the Brownian sheet (Q2474656): Difference between revisions
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Latest revision as of 08:15, 5 March 2024
scientific article
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English | A noncanonical representation of the Brownian sheet |
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A noncanonical representation of the Brownian sheet (English)
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6 March 2008
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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.
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Brownian sheet
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noncanonical representation
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ergodic transformation
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fractional Brownian sheet
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