Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields
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Mátyás Barczy
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.
Acknowledgement
I would like to thank Endre Iglói and Peter Kern for giving useful comments on the paper. I am undoubtedly grateful to the referee for his/her valuable comments that have led to an improvement of the manuscript.
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Articles in the same Issue
- On the number of cycles in a graph
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- Applications of Henstock-Kurzweil integrals on an unbounded interval to differential and integral equations
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- Rational homotopy of maps between certain complex Grassmann manifolds
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