Representations of isotropic Gaussian random fields with homogeneous increments

DOI10.1155/JAMSA/2006/72731MaRDI QIDQ937478zbMATH OpenFDO

Authors Kacha Dzhaparidze, Harry van Zanten, Pawel Zareba

Publication date 15 August 2008

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/54622

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Stochastic integrals (60H05) General theory of stochastic processes (60G07)

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Cited in

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• Representation of Gaussian isotropic spin random fields
• Representations of fractional Brownian motion using vibrating strings
• Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments
• scientific article; zbMATH DE number 1795881 (Why is no real title available?)
• Stochastic filling of homogeneous isotropic random fields
• An optimal series expansion of the multiparameter fractional Brownian motion
• Series representations and simulations of isotropic random fields in the Euclidean space
• Representation of Gaussian fields in series with independent coefficients
• Approximation of Gaussian random fields: General results and optimal wavelet representation of the Lévy fractional motion

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