Decomposition of stationary α-stable random fields

被引：35

作者：

Rosinski, J ^{[1
]}

机构：

[1] Univ Tennessee, Dept Math, Knoxville, TN 37996 USA

来源：

ANNALS OF PROBABILITY | 2000年 / 28卷 / 04期

关键词：

stable random fields; stationarity; stochastic integral representation; nonsingular flow; cocycle; mixed moving average; harmonizable random field;

D O I：

10.1214/aop/1019160508

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：

This work is concerned with the structural analysis of stationary alpha -stable random fields. Three distinct classes of such random fields are characterized and it is shown that every stationary alpha -stable random field can be uniquely decomposed into the sum of three independent components belonging to these classes. Various examples of stationary alpha -stable random fields are discussed in this context.

引用

页码：1797 / 1813

页数：17

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