Non-Gaussian Complex Random Fields, their Skeletons and Path Measures

This work investigates complex random fields Z, which have a rotation invariant path measure. Fields of this type are constructed and analyzed in terms of (pathwise convergent) L²-expansions, and quasi invariance properties of their path measures are studied. The results are used to investigate ℋL²(Z), the space of holomorphic L²-functionals of Z. Conditions are given such that every F∈ℋL²(Z) admits an L²-power series expansion, and a general skeleton theorem is proved, which justifies the notion ‘holomorphic’. Mathematics Subject Classifications (2000) 60G07, 60G30, 60G60. T. Deck: Financial support from FCP, Portugal, is gratefully acknowledged.