On the a.s. convergence of certain random series to a fractional random field in D'( R^d)

DOI10.1016/J.SPL.2005.04.029MaRDI QIDQ2387328zbMATH OpenOpenAlexFDO

Authors Juan Miguel Medina, Bruno Cernuschi-Frias

Publication date 2 September 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.04.029

zbMATH Keywords

Almost sure convergenceFractional integralsKarhunen-Loéve expansionsLong-range dependenceSchwartz distributions

Mathematics Subject Classification ID

Strong limit theorems (60F15) Random fields (60G60)

Review text

The authors provide a method for constructing a random series of functions which converges a.s. to a generalized random field on \(\mathbb{R}^d\) with a prescribed covariance structure. The series resembles the Karhunen-Loève expansion. The covergence is in the sense of the Schwartz space of distributions \({\mathcal D}'(\mathbb{R}^d)\). The method is useful for constructing a series which converges to a random field \(X\) with a spectral density of the form \[ \Phi_X(\omega)= (1+ |\omega|^2)^{-\gamma} |\omega|^{-\alpha},\quad \gamma> 0,\;0< \alpha< d/2. \] This result is relevant in connection with long-range dependence (long memory) random fields.

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Cited in

(3)

• Possible long-range dependence in fractional random fields.
• Fractional generalized Lévy random fields as white noise functionals
• Convergence in fractional probability space and 0-1 Kolmogorov theorem

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