3.10, it was noted that the corresponding process is self-similar for all values of ????. The purpose of this exercise is to confirm the representation (3.45) for 0

????#

????,d(r) = cr2????

up to an arbitrary additive constant, where the normalizing constant is given by c = c????,d in Eq. (3.46).

(a) Start by considering the Matérn covariance function from Table 2.1