Title of article :
Structure of the random measure associated with an isotropic stationary process
Author/Authors :
Alain، نويسنده , , Boudou and Sylvie، نويسنده , , Sylvie Viguier-Pla، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2014
Abstract :
Each stationary process can be biunivoquely associated with a random measure, through the Fourier transform. Consequently, every particularity of a process in the temporal domain has its corresponding one in the frequency domain. We propose to study the characteristics of the random measure when the process is isotropic. For that purpose, we will define the tensor product of random measures. A simulated example will illustrate such processes.
Keywords :
Isotropy , Spectral measures , random measures , stationary processes , Tensor products
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis