Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:119

Article

Lim, S. C.²  Teo, L. P.¹ 

[1] Multimedia Univ, Fac Informat Technol, Cyberjaya 63100, Selangor Darul, Malaysia

[2] Multimedia Univ, Fac Engn, Cyberjaya 63100, Selangor Darul, Malaysia

关键词: Gaussian field with generalized Cauchy covariance;    Gaussian sheet with generalized Cauchy covariance;    Self-similarity;    Long/short range dependence;    Lamperti transform;   

DOI  :  10.1016/j.spa.2008.06.011

来源: Elsevier

【 摘 要 】

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. (C) 2008 Elsevier B.V. All rights reserved.

【 授权许可】

Free