Spectral conditions for equivalence of Gaussian random fields with stationary increments

DOI10.1214/19-EJP270zbMATH Open1412.60074arXiv1806.04181OpenAlexW2964175876MaRDI QIDQ2631875FDOQ2631875

Authors: Abolfazl Safikhani, Y. Xiao 

Publication date: 16 May 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: This paper studies the problem of equivalence of Gaussian measures induced by Gaussian random fields (GRFs) with stationary increments and proves a sufficient condition for the equivalence in terms of the behavior of the spectral measures at infinity. The main results extend those of Stein (2004), Van Zanten (2007, 2008) and are applicable to a rich family of nonstationary space-time models with possible anisotropy behavior.

Full work available at URL: https://arxiv.org/abs/1806.04181

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zbMATH Keywords

Gaussian random fieldsnonstationaryspectral densityspatio-temporal modelsequivalence of measures

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Random fields (60G60)

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• On the sharp Markov property for Gaussian random fields and spectral synthesis in spaces of Bessel potentials
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