Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields

In: Mathematica Slovaca, vol. 68, no. 1

M Barczy

Detaily:

Rok, strany: 2018, 197 - 210

Kľúčové slová:

random field, Wiener field, Ornstein-Uhlenbeck field

DOI: https://doi.org/10.1515/ms-2017-0093

O článku:

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.

Ako citovať:

ISO 690:

Barczy, M. 2018. Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields. In Mathematica Slovaca, vol. 68, no.1, pp. 197-210. 0139-9918. DOI: https://doi.org/10.1515/ms-2017-0093

APA:

Barczy, M. (2018). Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields. Mathematica Slovaca, 68(1), 197-210. 0139-9918. DOI: https://doi.org/10.1515/ms-2017-0093

O vydaní:

Publikované: 23. 2. 2018