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math.PR2022
On properties and applications of Gaussian subordinated Lévy fields
Robin Merkle, Andrea Barth
We consider Gaussian subordinated Lévy fields (GSLFs) that arise by subordinating Lévy processes with positive transformations of Gaussian random fields on some spatial domain $\ma…
math.PR2020★ 1 cited
Subordinated Gaussian Random Fields
Andrea Barth, Robin Merkle
Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian…