Tauberian and Abelian theorems for correlation function of a homogeneous isotropic random field
Let \(\xi(x)\), \(x\in R^ n\), be a homogeneous isotropic random field with \(E\xi(x)=0\), \(E\xi^ 2(x)=1\) and correlation function \[ B_ n(r)=\int^ \infty_ 0Y_ n(r\lambda)d\varphi(\lambda),\quad Y_ n(z)=2^{(n-2)/2}\Gamma(n/2)J_{(n-2)/2}(z)z^{(n-2)/2} \] such that \[ \int^ \infty_ 0z^{n-1}| B_ n(z)| dz=+\infty. \] If \(0<\alpha<n\), then the following statements are equivalent a) \(\varphi(\lambda)/\lambda^ \alpha\sim A\), \(\lambda\to+0\); b) \(b_ n(r)/r^{2n-\alpha}\sim c(n,\alpha)A\), \(r\to\infty\), where \(A\), \(c(n,\alpha)\) are constants; \(v(r)=\{x\in R^ n:| x| <r\}\), \[ b_ n(r)=\int_{v(r)}\int_{v(r)}B_ n(| x-y|)dx dy=\text{var}\left[\int_{v(r)}\xi(x)dx\right]. \]
- Abelian and Tauberian theorems for random fields on two-point homogeneous spaces
- scientific article; zbMATH DE number 1323408
- On proximity of correlation functions of homogeneous and isotropic random fields whose spectral functions coincide on a certain set
- scientific article; zbMATH DE number 1409839
- scientific article; zbMATH DE number 5159226
- A Table of Ramanujan's Function τ(n )
- A Tauberian Theorem for Integral Transforms of Hankel Type
- COMPLEX FOURIER--BESSEL TRANSFORMS
- Convergence of integrated processes of arbitrary Hermite rank
- Expansion in series of homogeneous temperature functions of the first and second kinds
- scientific article; zbMATH DE number 3965059 (Why is no real title available?)
- scientific article; zbMATH DE number 4032696 (Why is no real title available?)
- scientific article; zbMATH DE number 3688415 (Why is no real title available?)
- scientific article; zbMATH DE number 3778449 (Why is no real title available?)
- scientific article; zbMATH DE number 195210 (Why is no real title available?)
- scientific article; zbMATH DE number 3219234 (Why is no real title available?)
- Multiple Wiener-Ito integrals. With applications to limit theorems
- Non-central limit theorems for non-linear functional of Gaussian fields
- Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
- Parameter identification for singular random fields arising in Burgers' turbulence
- On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation
- On the rate of convergence to the normal law for solutions of the Burgers equation with singular initial data.
- Non-Gaussian scenarios for the heat equation with singular initial conditions
- Exact parabolic asymptotics for singular n-D Burgers' random fields: Gaussian approximation
- Tauberian and Abelian theorems for long-range dependent random fields
- Tauberian theorems for random fields with an OR spectrum. I.
- A Tauberian theorem for the fields with \(OR\) spectrum. II
- scientific article; zbMATH DE number 3903676 (Why is no real title available?)
- Sojourn measures of Student and Fisher-Snedecor random fields
- Bispectrum and a non-linear model for a non-Gaussian homogenous and isotropic field in 3D
- Tauberian theorems for correlation functions and limit theorems for spherical averages of random fields
- scientific article; zbMATH DE number 1409839 (Why is no real title available?)
- The Tauberian theorem for fields on a plane
- Abelian and Tauberian theorems for random fields on two-point homogeneous spaces
- Multiscaling limit theorems for stochastic FPDE with cyclic long-range dependence
This page was built for publication: Tauberian and Abelian theorems for correlation function of a homogeneous isotropic random field
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1190932)
