Increment stationarity of \(L^2\)-indexed stochastic processes: spectral representation and characterization

DOI10.1214/16-ECP4727zbMath1336.60073arXiv1511.06232MaRDI QIDQ287825

Alexandre Richard

Publication date: 23 May 2016

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

Full work available at URL: https://arxiv.org/abs/1511.06232

zbMATH Keywords

fractional Brownian motionspectral representationstationarityrandom fields

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Random measures (60G57) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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