Isotropic random fields with infinitely divisible marginal distributions

DOI10.1080/07362994.2017.1385028MaRDI QIDQ4639164zbMATH OpenOpenAlexFDO

Authors Fangfang Wang, Nikolai N. Leonenko, C. Ma

Publication date 3 May 2018

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL http://orca.cf.ac.uk/105034/1/s1-ln27830418-1230019355-1939656818Hwf-21804570IdV140793076227830418PDF_HI0001.pdf

zbMATH Keywords

Gaussian random fieldinfinitely divisiblecovariance matrix functioncross covariancedirect covarianceelliptically contoured random fieldturning bands methodLévy processPólya-type function

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Random fields (60G60)

Recommendations

• Covariance matrix functions of isotropic vector random fields
• A scalar-valued infinitely divisible random field with Pólya autocorrelation
• Stationary and isotropic vector random fields on spheres
• Simulation of infinitely divisible random fields
• \(\ell_1\)-symmetric vector random fields

Cites work

• scientific article; zbMATH DE number 1692928 (Why is no real title available?)
• scientific article; zbMATH DE number 3858094 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• scientific article; zbMATH DE number 2031102 (Why is no real title available?)
• scientific article; zbMATH DE number 796800 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• scientific article; zbMATH DE number 6408802 (Why is no real title available?)
• scientific article; zbMATH DE number 3259552 (Why is no real title available?)
• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• A class of isotropic covariance functions
• A class of isotropic distributions in \(R_n\) and their characteristic functions
• A new characterization of characteristic functions of absolutely continuous distributions
• A scalar-valued infinitely divisible random field with Pólya autocorrelation
• An inverse gamma activity time process with noninteger parameters and a self-similar limit
• Autocorrelation functions
• Construction of non-Gaussian random fields with any given correlation structure
• Correlation theory of stationary and related random functions. Volume I: Basic results
• Covariance matrix functions of isotropic vector random fields
• Cross-covariance functions for multivariate geostatistics
• Exotic option pricing and advanced Lévy models.
• Geostatistics. Modeling spatial uncertainty.
• Invariant random fields on spaces with a group action
• Lévy Processes and Stochastic Calculus
• Lévy process simulation by stochastic step functions
• Matérn class tensor-valued random fields and beyond
• Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
• Radial positive definite functions generated by Euclid's hat
• Sample functions of Polya processes
• Some stationary processes in discrete and continuous time
• Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
• Stationary-increment Student and variance-gamma processes
• Statistics for spatio-temporal data
• Stochastic representations of isotropic vector random fields on spheres
• Student processes
• Student's t vector random fields with power-law and log-law decaying direct and cross covariances
• Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
• The intrinsic random functions and their applications
• Vector Stochastic Processes with Pólya‐Type Correlation Structure
• Vector random fields with compactly supported covariance matrix functions

Cited in

(4)

• Stochastic analysis for vector-valued generalized grey Brownian motion
• Isotropic random fields with the von Kármán-Whittle type correlation structure
• \(\ell_1\)-symmetric vector random fields
• A scalar-valued infinitely divisible random field with Pólya autocorrelation

Describes a project that uses

Uses Software

• TBSIM

This page was built for publication: Isotropic random fields with infinitely divisible marginal distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4639164)