%0 Journal Article
%T Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet
%A Vitalii Makogin
%A Yuliya Mishura
%J Mathematics
%D 2014
%I arXiv
%X We consider anisotropic self-similar random fields, in particular, the fractional Brownian sheet. This Gaussian field is an extension of fractional Brownian motion. We prove some properties of covariance function for self-similar fields with rectangular increments. Using Lamperti transformation we obtain properties of covariance function for the corresponding stationary fields. We present an example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet.
%U http://arxiv.org/abs/1403.1215v1