Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156991 | Stochastic Processes and their Applications | 2008 | 29 Pages |
Abstract
Let G={G(x),x∈R1}G={G(x),x∈R1} be a mean zero Gaussian process with stationary increments and set σ2(|x−y|)=E(G(x)−G(y))2σ2(|x−y|)=E(G(x)−G(y))2. Let ff be a symmetric function with Ef2(η)<∞Ef2(η)<∞, where η=N(0,1)η=N(0,1). When σ2(s)σ2(s) is concave or when σ2(s)=srσ2(s)=sr, 1
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Michael B. Marcus, Jay Rosen,