A Wold-like decomposition of two-dimensional discrete homogeneous random fields

DOI10.1214/AOAP/1177004839MaRDI QIDQ1894630zbMATH OpenOpenAlexFDO

Authors Joseph M. Francos, A. Zvi Meiri, Boaz Porat

Publication date 10 August 1995

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1177004839

zbMATH Keywords

deterministic random fieldsevanescent random fieldspurely indeterministic random fieldstwo-dimensional random fieldstwo-dimensional spectral measurestwo-dimensional Wold decomposition

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Random fields (60G60)

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Cited in

(14)

• Spectral representation and asymptotic properties of certain deterministic fields with innovation components
• Central limit theorem for Fourier transform and periodogram of random fields
• Orthogonal decompositions of 2-D nonhomogeneous discrete random fields
• Stability of stochastic 2-D systems
• Prediction of stationary Gaussian random fields with incomplete quarterplane past
• Convergence of the best linear predictor of a weakly stationary random field
• Asymptotic normality of the sample mean and covariances of evanescent fields in noise
• On the prediction of vector-valued random fields and the spectral distribution of their evanescent component
• On stationarity and second-order properties of bilinear random fields
• TEXTURE GENERATION USING CELLULAR NEURAL NETWORKS
• On estimation of parameters for spatial autoregressive model
• An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process
• The rank of the covariance matrix of an evanescent field
• On unit roots for spatial autoregressive models

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