Fractional Brownian sheep

被引:0
|
作者
Ayache, A
Leger, S
Pontier, M
机构
[1] Univ Toulouse 3, Lab Stat & Probabil, CNRS, UMR C 5583, F-31062 Toulouse, France
[2] Univ Orleans, CNRS, URA 1803, F-45067 Orleans 02, France
关键词
Gaussian random fields; anisotropic fields; sample path regularity;
D O I
10.1023/A:1015260803576
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
A random field depending on two parameters alpha and beta is defined by a fractional integration with respect to the white noise field. Such a process is autosimilar with stationary rectangular increments. The paths have some regular properties, and the process has a sort of regularity with respect of the parameters. The process has the same law as that of Anna Kamont. However, our definition allows to prove some others properties, particularly paths properties, and gives easily simulation algorithms of such of fields.
引用
收藏
页码:31 / 43
页数:13
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