A scalar-valued infinitely divisible random field with Polya autocorrelation

被引:1
作者
Finlay, Richard [1 ]
Seneta, Eugene [1 ]
机构
[1] Univ Sydney, Sch Math & Stat, Sydney, NSW 2006, Australia
关键词
Random field; Infinitely divisible; Polya correlation; VECTOR RANDOM-FIELDS;
D O I
10.1016/j.spl.2016.11.006
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 and characterize a stationary scalar-valued random field with domain R-d or Z(d), d is an element of Z(+), which is infinitely divisible, can take any (univariate) infinitely divisible distribution with finite variance at any single point of its domain, and has autocorrelation function between any two points in its domain expressed as a product of arbitrary positive and convex functions equal to 1 at the origin. Our method of construction-based on carefully chosen sums of independent and identically distributed random variables-is simple and so lends itself to simulation. (C) 2016 Elsevier B.V. All rights reserved.
引用
收藏
页码:141 / 146
页数:6
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