Journal of Applied Mathematics and Stochastic Analysis
Volume 2006 (2006), Article ID 72731, 25 pages
doi:10.1155/JAMSA/2006/72731
Abstract
We present series expansions and moving average representations
of isotropic Gaussian random fields with homogeneous increments,
making use of concepts of the theory of vibrating strings. We
illustrate our results using the example of Lévy's
fractional Brownian motion on ℝN.