Certain positive-definite kernels
Authors:
Mina Ossiander and Edward C. Waymire
Journal:
Proc. Amer. Math. Soc. 107 (1989), 487-492
MSC:
Primary 60G60; Secondary 43A35, 60G15
DOI:
https://doi.org/10.1090/S0002-9939-1989-1011824-X
MathSciNet review:
1011824
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Abstract | References | Similar Articles | Additional Information
Abstract: In one way or another, the extension of the standard Brownian motion process to a (Gaussian) random field
involves a proof of the positive semi-definiteness of the kernel used to generalize
to multidimensional time. Simple direct analytical proofs are provided here for the cases of (i) the Lévy multiparameter Brownian motion, (ii) the Chentsov Brownian sheet, and (iii) the multiparameter fractional Brownian field.
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Additional Information
DOI:
https://doi.org/10.1090/S0002-9939-1989-1011824-X
Article copyright:
© Copyright 1989
American Mathematical Society