Two types of Gaussian processes, namely the Gaussian field with generalized Cauchy covariance (GFGCC) and the Gaussian sheet with generalized Cauchy covariance (GSGCC) are considered. Some of the basic properties and the asymptotic properties of the spectral densities of these random fields are studied. The associated self-similar random fields obtained by applying the Lamperti transformation to GFGCC and GSGCC are studied.Gaussian field with generalized Cauchy covariance Gaussian sheet with generalized Cauchy covariance Self-similarity Long/short range dependence Lamperti transform
In this article, we establish novel decompositions of Gaussian fields taking values in suitable spac...
In this article, we establish novel decompositions of Gaussian fields taking values in suitable spac...
Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that ...
AbstractTwo types of Gaussian processes, namely the Gaussian field with generalized Cauchy covarianc...
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert spa...
24 pages, 2 figuresWe survey the properties of the log-correlated Gaussian field (LGF), which is a c...
ABSTRACT. – We study a class of Gaussian random fields with negative correlations. These fields are ...
In this paper we discuss how a Gaussian random field with Matérn covariance function can repre...
Abstract. We study a class of Gaussian random elds with negative correlations. These elds are easy t...
The paper deals with multivariate Gaussian random fields defined over generalized product spaces tha...
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert spa...
Graduation date: 2013This dissertation examines properties and representations of several isotropic ...
We establish classically the probability distribution (P-distribution) for the complex amplitudes of...
© 2020, Allerton Press, Inc. The article describes a new type of Gaussian fields on a two-dimensiona...
Non-Gaussian stochastic fields are introduced by means of integrals with respect to independently sc...
In this article, we establish novel decompositions of Gaussian fields taking values in suitable spac...
In this article, we establish novel decompositions of Gaussian fields taking values in suitable spac...
Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that ...
AbstractTwo types of Gaussian processes, namely the Gaussian field with generalized Cauchy covarianc...
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert spa...
24 pages, 2 figuresWe survey the properties of the log-correlated Gaussian field (LGF), which is a c...
ABSTRACT. – We study a class of Gaussian random fields with negative correlations. These fields are ...
In this paper we discuss how a Gaussian random field with Matérn covariance function can repre...
Abstract. We study a class of Gaussian random elds with negative correlations. These elds are easy t...
The paper deals with multivariate Gaussian random fields defined over generalized product spaces tha...
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert spa...
Graduation date: 2013This dissertation examines properties and representations of several isotropic ...
We establish classically the probability distribution (P-distribution) for the complex amplitudes of...
© 2020, Allerton Press, Inc. The article describes a new type of Gaussian fields on a two-dimensiona...
Non-Gaussian stochastic fields are introduced by means of integrals with respect to independently sc...
In this article, we establish novel decompositions of Gaussian fields taking values in suitable spac...
In this article, we establish novel decompositions of Gaussian fields taking values in suitable spac...
Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that ...