首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Spectral representation of intrinsically stationary fields
Authors:Georg Berschneider
Institution:Institut für Mathematische Stochastik, Technische Universität Dresden, 01062 Dresden, Germany
Abstract:Transferring the concept of processes with weakly stationary increments to arbitrary locally compact Abelian groups two closely related notions arise: while intrinsically stationary random fields can be seen as a direct analog of intrinsic random functions of order kk applied by G. Matheron in geostatistics, stationarizable random fields arise as a natural analog of definitizable functions in harmonic analysis. We concentrate on intrinsically stationary random fields related to finite-dimensional, translation-invariant function spaces, establish an orthogonal decomposition of random fields of this type, and present spectral representations for intrinsically stationary as well as stationarizable random fields using orthogonal vector measures.
Keywords:60G10  42A82  62M15  86A32
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号