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A remark on the equivalence of Gaussian processes


 
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1. Title Title of document A remark on the equivalence of Gaussian processes
 
2. Creator Author's name, affiliation, country Harry van Zanten; Vrije Universiteit Amsterdam
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Gaussian processes with stationary increments; equivalence of laws, spectral method
 
3. Subject Subject classification 60G15; 60G30
 
4. Description Abstract In this note we extend a classical equivalence result for Gaussian stationary processes to the more general setting of Gaussian processes with stationary increments. This will allow us to apply it in the setting of aggregated independent fractional Brownian motions.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2008-02-04
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1348
 
10. Identifier Digital Object Identifier 10.1214/ECP.v13-1348
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 13
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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