Title of article :
Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
Author/Authors :
Lim، نويسنده , , S.C. and Teo، نويسنده , , L.P.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Pages :
32
From page :
1325
To page :
1356
Abstract :
Two types of Gaussian processes, namely the Gaussian field with generalized Cauchy covariance (GFGCC) and the Gaussian sheet with generalized Cauchy covariance (GSGCC) are considered. Some of the basic properties and the asymptotic properties of the spectral densities of these random fields are studied. The associated self-similar random fields obtained by applying the Lamperti transformation to GFGCC and GSGCC are studied.
Keywords :
Gaussian sheet with generalized Cauchy covariance , self-similarity , Long/short range dependence , Lamperti transform , Gaussian field with generalized Cauchy covariance
Journal title :
Stochastic Processes and their Applications
Serial Year :
2009
Journal title :
Stochastic Processes and their Applications
Record number :
1578107
Link To Document :
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