Representations of isotropic Gaussian random fields with homogeneous increments

[摘要] We presentseries expansions andmoving average representationsofisotropic Gaussian random fields with homogeneous increments,making use of concepts of the theory of vibrating strings. Weillustrate our results using the example of Lévy'sfractional Brownian motion onℝN.

[学科分类] 应用数学