Student'stVector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances

DOI10.1080/07362994.2013.741401zbMath1279.60063OpenAlexW2088779119MaRDI QIDQ4916406

Chunsheng Ma

Publication date: 22 April 2013

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

Full work available at URL: https://doi.org/10.1080/07362994.2013.741401

zbMATH Keywords

randomizationvariogramlong range dependenceGaussian random fieldcovariance matrix functionelliptically contoured random fieldconditionally negative definite matrixstable random fieldspherically invariant random fieldCauchy random field

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Self-similar stochastic processes (60G18)

Related Items (13)

Power-law Lévy processes, power-law vector random fields, and some extensions ⋮ Peakedness and convex ordering for elliptically contoured random fields ⋮ Isotropic covariance matrix polynomials on spheres ⋮ Stochastic comparison for elliptically contoured random fields ⋮ Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions ⋮ Stochastic analysis for vector-valued generalized grey Brownian motion ⋮ Assessing the significance of the correlation between the components of a bivariate Gaussian random field ⋮ Spherical process models for global spatial statistics ⋮ $K$-Differenced Vector Random Fields ⋮ Isotropic random fields with infinitely divisible marginal distributions ⋮ Isotropic variogram matrix functions on spheres ⋮ Hyperbolic cosine ratio and hyperbolic sine ratio random fields ⋮ Cross-covariance functions for multivariate geostatistics

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