Representations of isotropic Gaussian random fields with homogeneous increments (Q937478)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representations of isotropic Gaussian random fields with homogeneous increments |
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Representations of isotropic Gaussian random fields with homogeneous increments (English)
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15 August 2008
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Summary: 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 \(\mathbb R^{N}\).
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