Representations of isotropic Gaussian random fields with homogeneous increments (Q937478)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5312406
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Representations of isotropic Gaussian random fields with homogeneous increments |
scientific article; zbMATH DE number 5312406 |
Statements
Representations of isotropic Gaussian random fields with homogeneous increments (English)
0 references
15 August 2008
0 references
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 \(\mathbb R^{N}\).
0 references
0.7997755408287048
0 references
0.7870574593544006
0 references
