A class of non-Gaussian second order random fields

DOI10.1007/s10687-010-0119-1zbMath1329.60092MaRDI QIDQ906604

Krzysztof Podgórski, Sofia Åberg

Publication date: 22 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-010-0119-1

zbMATH Keywords

covariance function; spectral density; Laplace distribution; Rice formula; stationary second order processes

Mathematics Subject Classification ID

60G60: Random fields

62M30: Inference from spatial processes

60G10: Stationary stochastic processes

60G12: General second-order stochastic processes

60G17: Sample path properties

Related Items

Random spectral measure for non Gaussian moving averages, Beyond the valley of the covariance function, Slepian noise approach for Gaussian and Laplace moving average processes, Dynamically evolving Gaussian spatial fields, Spatial Matérn Fields Driven by Non-Gaussian Noise, Sample Path Asymmetries in Non-Gaussian Random Processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A general Rice formula, Palm measures, and horizontal-window conditioning for random fields
• Spatial variation. 2nd ed
• Spectral representations of infinitely divisible processes
• On the spectral representation of symmetric stable processes
• Generalized gamma convolutions and related classes of distributions and densities
• An ergodic theorem for the square of a wide-sense stationary process
• Simulation of a class of non-normal random processes
• Stationary and self-similar processes driven by Lévy processes
• An enhanced hybrid method for the simulation of highly skewed non-Gaussian stochastic fields
• Superposition of Ornstein--Uhlenbeck Type Processes
• Wave intensities and slopes in Lagrangian seas
• Non-Gaussian Bayesian Geostatistical Modeling