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math.PR2012★ 1 cited
Fractional Brownian Fields over Manifolds
Zachary Gelbaum
Extensions of the fractional Brownian fields are constructed over a complete Riemannian manifold. This construction is carried out for the full range of the Hurst parameter $α\in(0…
math.PR2012
White Noise Representation of Gaussian Random Fields
Zachary Gelbaum
We obtain a representation theorem for Banach space valued Gaussian random variables as integrals against a white noise. As a corollary we obtain necessary and sufficient condition…