Independence of the increments of Gaussian random fields

@article{Inoue1982IndependenceOT,
  title={Independence of the increments of Gaussian random fields},
  author={Kazuyuki Inoue and Akio Noda},
  journal={Nagoya Mathematical Journal},
  year={1982},
  volume={85},
  pages={251 - 268}
}
Let be a mean zero Gaussian random field (n ⋜ 2). We call X Euclidean if the probability law of the increments X(A) − X(B) is invariant under the Euclidean motions. For such an X, the variance of X(A) − X(B) can be expressed in the form r(|A − B|) with a function r(t) on [0, ∞) and the Euclidean distance |A − B|. 

Brownian motion parametrized with metric space of constant curvature

P. Lévy introduced a generalized notion of Brownian motion in his monograph “Processus stochastiques et mouvement brownien” by taking the time parameter space to be a general metric space. Let (M, d)

Representation theorems of ℝ-trees and Brownian motions indexed by ℝ-trees

We provide a new representation of an [Formula: see text]-tree by using a special set of metric rays. We have captured the four-point condition from these metric rays and shown an equivalence between

Representation of Euclidean Random Field

P. Lévy introduced a notion of Brownian motion with parameter in a metric space (M, d), which is a centered Gaussian system satisfying

Representation Theorems of $\mathbb{R}$-trees and Brownian Motions Indexed by $\mathbb R$-trees

This work has captured the four-point condition from these metric rays and shown an equivalence between the $\mathbb R$-trees with radial and river metrics, and these sets of metric rays.

Conjugate sets of Gaussian random fields

On donne une caracterisation des champs aleatoires gaussiens avec espace des parametres R d ou termes des ensembles conjugues associes

Representation Theorems of R-trees and Brownian Motions Indexed by R-trees

We provide a new representation of an R-tree by using a special set of metric rays. We have captured the four-point condition from these metric rays and shown an equivalence between the R-trees with

Title Conjugate sets of Gaussian random fields

References

SHOWING 1-6 OF 6 REFERENCES

Gaussian random fields with projective invariance

  • Akio Noda
  • Mathematics
    Nagoya Mathematical Journal
  • 1975
We shall consider the class of Gaussian random fields Xα = {X(A); A ∈ R n } such that E{X(A) − X(B)} = 0 and E{(X(A) − X(B))2} = |A − B| α (0 < α < 2), where |A − B| denotes the Euclidean distance

Some Classes of Random Fields in n-Dimensional Space, Related to Stationary Random Processes

A spectral theory for certain types of random fields and random generalized fields (multidimensional random distributions) in the Euclidean n-space $R_n $ similar to the well-known spectral theories for stationary random processes is established.

The Laplace Transform

THE theory of Fourier integrals arises out of the elegant pair of reciprocal formulæThe Laplace TransformBy David Vernon Widder. (Princeton Mathematical Series.) Pp. x + 406. (Princeton: Princeton