Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields
Probability
2018-06-08 v2
Abstract
We give some examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields defined on the plane. Namely, we study a tied-down Wiener bridge, tied-down scaled Wiener bridges, a Kiefer process and so called (F,G)-Wiener bridges.
Keywords
Cite
@article{arxiv.1501.03717,
title = {Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields},
author = {Matyas Barczy},
journal= {arXiv preprint arXiv:1501.03717},
year = {2018}
}
Comments
15 pages