The rank of the covariance matrix of an evanescent field

DOI10.1016/j.jmva.2009.09.010zbMath1186.60045arXiv0803.0783OpenAlexW2020988148MaRDI QIDQ847423

Joseph M. Francos, Mark Kliger

Publication date: 12 February 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.0783

zbMATH Keywords

covariance matrixlinear Diophantine equationevanescent random fieldshomogeneous random fields

Mathematics Subject Classification ID

Random fields (60G60) Inference from stochastic processes and prediction (62M20) Random fields; image analysis (62M40) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Prediction theory and Fourier series in several variables
• Prediction theory and Fourier series in several variables. II
• On the prediction theory of two-parameter stationary random fields
• Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)
• A Wold-like decomposition of two-dimensional discrete homogeneous random fields
• The prediction theory of stationary random fields. III: Fourfold Wold decompositions
• Unnamed Item

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