Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure |
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| Authors: | S.C. Lim L.P. Teo |
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| Affiliation: | 1. Faculty of Engineering, Multimedia University, Jalan Multimedia, Cyberjaya, 63100, Selangor Darul Ehsan, Malaysia;2. Faculty of Information Technology, Multimedia University, Jalan Multimedia, Cyberjaya, 63100, Selangor Darul Ehsan, Malaysia |
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| 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. |
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| Keywords: | primary 60G10 60G17 |
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