RANDOM FIELDS WITH POLYA CORRELATION STRUCTURE

被引：0

作者：

Finlay, Richard ^{[1
]}

Seneta, Eugene ^{[1
]}

机构：

[1] Univ Sydney, Sch Math & Stat F07, Sydney, NSW 2006, Australia

来源：

JOURNAL OF APPLIED PROBABILITY | 2014年 / 51卷 / 04期

关键词：

Random field; infinitely divisible distribution; Polya autocorrelation; VECTOR RANDOM-FIELDS; COVARIANCE;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We construct random fields with Polya-type autocorrelation function and dampened Polya cross-correlation function. The marginal distribution of the random fields may be taken as any infinitely divisible distribution with finite variance, and the random fields are fully characterized in terms of their joint characteristic function. This makes available a new class of non-Gaussian random fields with flexible correlation structure for use in modeling and estimation.

引用

页码：1037 / 1050

页数：14

共 50 条

[1] Correlation structure of random pressure fields
Kareem, A
JOURNAL OF WIND ENGINEERING AND INDUSTRIAL AERODYNAMICS, 1997, 71 : 507 - 516
[2] Isotropic Random Fields with the Von Karman-Whittle Type Correlation Structure
Shu, Hong
Ma, Xinsheng
Ma, Chunsheng
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2010, 39 (19) : 3504 - 3512
[3] A scalar-valued infinitely divisible random field with Polya autocorrelation
Finlay, Richard
Seneta, Eugene
STATISTICS & PROBABILITY LETTERS, 2017, 122 : 141 - 146
[4] Kernel density estimation for random fields (density estimation for random fields)
Carbon, M
Tran, LT
Wu, B
STATISTICS & PROBABILITY LETTERS, 1997, 36 (02) : 115 - 125
[5] Polyadic random fields
Anatoliy Malyarenko
Martin Ostoja-Starzewski
Zeitschrift für angewandte Mathematik und Physik, 2022, 73
[6] Polyadic random fields
Malyarenko, Anatoliy
Ostoja-Starzewski, Martin
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND PHYSIK, 2022, 73 (05):
[7] Transforming random elements and shifting random fields
Thorisson, H
ANNALS OF PROBABILITY, 1996, 24 (04) : 2057 - 2064
[8] Structure Learning of Gaussian Markov Random Fields with False Discovery Rate Control
Lee, Sangkyun
Sobczyk, Piotr
Bogdan, Malgorzata
SYMMETRY-BASEL, 2019, 11 (10):
[9] Estimation Problems for Periodically Correlated Isotropic Random Fields Estimation Problems for Random Fields
Dubovetska, Iryna
Masyutka, Oleksandr
Moklyachuk, Mikhail
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2015, 17 (01) : 41 - 57
[10] On proximity of correlation functions of homogeneous and isotropic random fields whose spectral functions coincide on a certain set
Pavlov D.V.
Ukrainian Mathematical Journal, 2001, 53 (1) : 149 - 154

← 1 2 3 4 5 →