Longitudinal Brownian field with transverse covariance
ID: longitudinal-brownian-field-with-transverse-covariance
A longitudinal Brownian field is a centered Gaussian random field withwhere is a valid transverse covariance kernel. For each fixed it is a scaled Brownian motion, and increments over disjoint longitudinal intervals are independent. Such a field drives a Markov model of wave propagation in a random medium. Its formal longitudinal derivative is Gaussian white noise in , with transverse correlations described by ; it is not in general a Brownian sheet.
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