SCANNING BROWNIAN PROCESSES

Authors
Citation
Rj. Adler et R. Pyke, SCANNING BROWNIAN PROCESSES, Advances in Applied Probability, 29(2), 1997, pp. 295-326
Citations number
28
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
00018678
Volume
29
Issue
2
Year of publication
1997
Pages
295 - 326
Database
ISI
SICI code
0001-8678(1997)29:2<295:SBP>2.0.ZU;2-I
Abstract
The 'scanning process' Z(t), t is an element of R-k, of 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 + A(0) of some 'scann ing set' A(0). We study the basic properties of the random field Z rel ating, for example, its continuity and other sample path properties to the geometrical properties of A(0). We ask if the set A(0) determines the scanning process, and investigate when, and how, it is possible t o recover the structure of A(0) from realisations of the sample paths of the random field Z.