%0 Journal Article %1 merkle2022distributional %A Merkle, Robin %A Barth, Andrea %D 2022 %I Springer %J Methodology and Computing in Applied Probability %K EXC2075 PN5 PN5-4 curated %P 2661-2688 %R 10.1007/s11009-022-09958-x %T On Some Distributional Properties of Subordinated Gaussian Random Fields %U https://doi.org/10.1007/s11009-022-09958-x %V 24 %X 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 present various numerical examples. %@ 1387-5841 and 1573-7713

@article{merkle2022distributional, abstract = {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 present various numerical examples.}, added-at = {2023-12-01T18:20:01.000+0100}, author = {Merkle, Robin and Barth, Andrea}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/22e2d5d261a7bd5b2ad18e8977b8b16f7/simtech}, doi = {10.1007/s11009-022-09958-x}, interhash = {dd7413d4a93de0824ffc9b62243b031f}, intrahash = {2e2d5d261a7bd5b2ad18e8977b8b16f7}, isbn = {{1387-5841} and {1573-7713}}, journal = {Methodology and Computing in Applied Probability}, keywords = {EXC2075 PN5 PN5-4 curated}, language = {eng}, pages = {2661-2688}, publisher = {Springer}, pubstate = {prepublished}, timestamp = {2023-12-06T08:55:18.000+0100}, title = {On Some Distributional Properties of Subordinated Gaussian Random Fields}, url = {https://doi.org/10.1007/s11009-022-09958-x}, volume = 24, year = 2022 }