论文标题
次级高斯随机字段
Subordinated Gaussian Random Fields
论文作者
论文摘要
由下属的布朗运动的动机，我们在高维参数域上定义了一类（一般不连续的）随机字段：次级高斯随机场。我们研究了构建的随机场的边际分布，得出了lévy-khinchin型公式和协方差函数的半阐释公式。此外，我们在各种数值示例中研究了侧面的随机规律，并验证了我们的理论发现。
Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian random field. We investigate the pointwise marginal distribution of the constructed random fields, derive a Lévy-Khinchin-type formula and semi-explicit formulas for the covariance function. Further, we study the pointwise stochastic regularity and validate our theoretical findings in various numerical examples.
