{
  "id": "0909.4267",
  "version": "v1",
  "published": "2009-09-23T18:08:20.000Z",
  "updated": "2009-09-23T18:08:20.000Z",
  "title": "On the characteristics of a class of Gaussian processes within the white noise space setting",
  "authors": [
    "Daniel Alpay",
    "Haim Attia",
    "David Levanony"
  ],
  "categories": [
    "math.PR",
    "math.CV"
  ],
  "abstract": "Using the white noise space framework, we define a class of stochastic processes which include as a particular case the fractional Brownian motion and its derivative. The covariance functions of these processes are of a special form, studied by Schoenberg, von Neumann and Krein.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-09-23T18:08:20.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G22",
      "60G15",
      "60H40",
      "47B32"
    ],
    "keywords": [
      "white noise space setting",
      "gaussian processes",
      "characteristics",
      "white noise space framework",
      "fractional brownian motion"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0909.4267A"
    }
  }
}