Scanning Brownian processes

Scanning Brownian processes

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Article ID: iaor1998993
Country: United Kingdom
Volume: 29
Issue: 2
Start Page Number: 295
End Page Number: 326
Publication Date: Jun 1997
Journal: Advances in Applied Probability
Authors: ,
Abstract:

The ‘scanning process’ Z(t), t ∈ ℝk, of the title is a Gaussian random field obtained by associating with Z(t) the value of a set-indexed Brownian motion on the translate t + A0 of some ‘scanning set’ A0. We study the basic properties of the random field Z relating, for example, its continuity and other sample path properties to the geometrical properties of A0. We ask if the set A0 determines the scanning process, and investigate when, and how, it is possible to recover the structure of A0 from realisations of the sample paths of the random field Z.

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