Browsing Mathematics, Statistics, and Physics by Subject "SchoenbergLevy kernel"
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Multifractional vector Brownian motions, their decompositions, and generalizations
(Taylor & Francis Group, 20150504)This article introduces three types of covariance matrix structures for Gaussian or elliptically contoured vector random fields in space and/or time, which include fractional, bifractional, and trifractional vector Brownian ... 
The SchoenbergLevy kernel and relationships among fractional Brownian motion, bifractional Brownian motion, and others
(Society for Industrial and Applied Mathematics, 2013)Starting with a discussion about the relationship between the fractional Brownian motion and the bifractional Brownian motion on the real line, we find that a fractional Brownian motion can be decomposed as an independent ... 
Singularity among selfsimilar Gaussian random fields with different scaling parameters and others
(Taylor & Francis, 20181102)It is shown in this paper that the probability measures generated by selfsimilar Gaussian random fields are mutually singular, whenever they have different scaling parameters. So are those generated from a selfsimilar ...