On the non-reducibility of non-stationary correlation functions to stationary ones under a class of mean-operator transformations

被引：6

作者：

Porcu, E. ^{[1
]}

Matkowski, J. ^{[2
]}

Mateu, J. ^{[1
]}

机构：

[1] Univ Jaume 1, Dept Math, Castellon de La Plana 12071, Spain

[2] Univ Zielona Gora, Fac Math Comp Sci & Econometr, PL-65246 Zielona Gora, Poland

来源：

STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT | 2010年 / 24卷 / 05期

关键词：

Bijective deformation; Correlation functions; Functional equations; Non-stationarity; Random fields; Reducibility; SPATIAL COVARIANCE STRUCTURE; RANDOM-FIELDS; STOCHASTIC-PROCESSES; TIME DEFORMATION; INTERPOLATION; CONSTRAINTS; DOMAINS; MODELS;

D O I：

10.1007/s00477-009-0347-6

中图分类号：

X [环境科学、安全科学];

学科分类号：

08 ; 0830 ;

摘要：

Some special functional equations involving means and related to a problem of reducibility of some classes of correlation functions are considered. We show some characterizations of the reducibility problem under several choices of the mean operators and different weak regularity assumptions imposed on the involving functions. We find that mean-generated correlation functions are completely irreducible, in the sense that, for this broad class of correlation functions, there does not exist a non-trivial solution associated to the Perrin-Senoussi problem. © 2009 Springer-Verlag.

引用

页码：599 / 610

页数：12

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