• Title of article

    Spectral representation of intrinsically stationary fields

  • Author/Authors

    Barbara Berschneider، نويسنده , , Georg، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2012
  • Pages
    15
  • From page
    3837
  • To page
    3851
  • Abstract
    Transferring the concept of processes with weakly stationary increments to arbitrary locally compact Abelian groups two closely related notions arise: while intrinsically stationary random fields can be seen as a direct analog of intrinsic random functions of order k applied by G. Matheron in geostatistics, stationarizable random fields arise as a natural analog of definitizable functions in harmonic analysis. We concentrate on intrinsically stationary random fields related to finite-dimensional, translation-invariant function spaces, establish an orthogonal decomposition of random fields of this type, and present spectral representations for intrinsically stationary as well as stationarizable random fields using orthogonal vector measures.
  • Keywords
    Intrinsically stationary random fields , Stationarizable random fields , Spectral representation
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2012
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578739