Barczy, Mátyás (2018) Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields. Mathematica Slovaca, 68 (1). pp. 197-210. ISSN 0139-9918, ESSN: 1337-2211
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Official URL: https://doi.org/10.1515/ms-2017-0093
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.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | random field, Wiener field, Ornstein-Uhlenbeck field |
| Subjects: | Q Science / természettudomány > QA Mathematics / matematika |
| Depositing User: | Dr Mátyás Barczy |
| Date Deposited: | 13 Sep 2018 05:14 |
| Last Modified: | 05 Apr 2023 07:39 |
| URI: | http://real.mtak.hu/id/eprint/83704 |
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