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Scanning Brownian Processes

Authors :
Adler, Robert J.
Pyke, Ron
Source :
Advances in Applied Probability; June 1997, Vol. 29 Issue: 2 p295-326, 32p
Publication Year :
1997

Abstract

The ‘scanning process' Z(t), t ? Rkof 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+ A0of some ‘scanning set' A0. We study the basic properties of the random field Zrelating, for example, its continuity and other sample path properties to the geometrical properties of A0. We ask if the set A0determines the scanning process, and investigate when, and how, it is possible to recover the structure of A0from realisations of the sample paths of the random field Z.

Details

Language :
English
ISSN :
00018678 and 14756064
Volume :
29
Issue :
2
Database :
Supplemental Index
Journal :
Advances in Applied Probability
Publication Type :
Periodical
Accession number :
ejs40670138
Full Text :
https://doi.org/10.1017/S0001867800028007