Representations of isotropic Gaussian random fields with homogeneous increments

Kacha Dzhaparidze, Harry van Zanten and Pawel Zareba

International Journal of Stochastic Analysis, 2006, vol. 2006, 1-25

Abstract:

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 ℝ N .

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:072731

DOI: 10.1155/JAMSA/2006/72731

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