Representation of linearly additive random fields (Q1184047)
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English | Representation of linearly additive random fields |
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Representation of linearly additive random fields (English)
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28 June 1992
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Chentsov type representation theorem is proved for stochastically continuous, linearly additive, infinitely divisible random field without Gaussian component, where a random field \(X=\{X(t),\;t\in R^ d\}\) is called linearly additive if the stochastic process \(\xi\) defined by \(\xi(\lambda)=X(a+\lambda b)\), \(\lambda\in R\), has independent increments for every pair \((a,b)\), \(a,b\in R^ d\). In passing it is shown that there exists a natural one-to-one correspondence between stochastically continuous, linearly additive Poisson random fields on \(R^ d\) and locally finite, bundleless measures on the space of all \((d-1)\)- hyperplanes in \(R^ d\). The latter result is closely related to Ambartzumian's theorem on the representation of linearly additive pseudo- metrics in the plane.
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infinitely divisible random field
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additive Poisson random fields
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representation of linearly additive pseudo-metrics in the plane
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