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[formula omitted]-symmetric vector random fields.

Authors :
Wang, Fangfang
Ma, Chunsheng
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