Representations of isotropic Gaussian random fields with homogeneous increments
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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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Cited in
(9)- Approximation of Gaussian random fields: General results and optimal wavelet representation of the Lévy fractional motion
- Representations of fractional Brownian motion using vibrating strings
- Representation of Gaussian fields in series with independent coefficients
- Representation of Gaussian isotropic spin random fields
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- Series representations and simulations of isotropic random fields in the Euclidean space
- Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments
- Stochastic filling of homogeneous isotropic random fields
- An optimal series expansion of the multiparameter fractional Brownian motion
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