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[formula omitted]-symmetric vector random fields.
- Source :
-
Stochastic Processes & Their Applications . Jul2019, Vol. 129 Issue 7, p2466-2484. 19p. - Publication Year :
- 2019
-
Abstract
- This paper studies the properties of ℓ 1 -symmetric vector random fields in R d , whose direct/cross covariances are functions of ℓ 1 -norm. The spectral representation and a turning bands expression of the covariance matrix function are derived for an ℓ 1 -symmetric vector random field that is mean square continuous. We also establish an integral relationship between an ℓ 1 -symmetric covariance matrix function and an isotropic one. In addition, a simple but efficient approach is proposed to construct the ℓ 1 -symmetric random field in R d , whose univariate marginal distributions may be taken as arbitrary infinitely divisible distribution with finite variance. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03044149
- Volume :
- 129
- Issue :
- 7
- Database :
- Academic Search Index
- Journal :
- Stochastic Processes & Their Applications
- Publication Type :
- Academic Journal
- Accession number :
- 136463110
- Full Text :
- https://doi.org/10.1016/j.spa.2018.07.012