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dc.contributor.authorMa, Chunsheng
dc.date.accessioned2015-07-06T23:39:28Z
dc.date.available2015-07-06T23:39:28Z
dc.date.issued2015-05-04
dc.identifier.citationMa, Chunsheng. 2015. Multifractional vector Brownian motions, their decompositions, and generalizations. Stochastic Analysis and Applications, vol. 33:no. 3:pp 535-548en_US
dc.identifier.issn0736-2994
dc.identifier.otherWOS:000353416000009
dc.identifier.urihttp://dx.doi.org/10.1080/07362994.2015.1017108
dc.identifier.urihttp://hdl.handle.net/10057/11310
dc.descriptionClick on the DOI link to access the article (may not be free).en_US
dc.description.abstractThis article introduces three types of covariance matrix structures for Gaussian or elliptically contoured vector random fields in space and/or time, which include fractional, bifractional, and trifractional vector Brownian motions as special cases, and reveals the relationships among these vector random fields, with an orthogonal decomposition established for the multifractional vector Brownian motion.en_US
dc.language.isoen_USen_US
dc.publisherTaylor & Francis Groupen_US
dc.relation.ispartofseriesStochastic Analysis and Applications;v.33:no.3
dc.subjectGaussian random fielden_US
dc.subjectCovariance matrix functionen_US
dc.subjectBifractional Brownian motionen_US
dc.subjectSchoenberg-Levy kernelen_US
dc.subjectSelf-similaren_US
dc.subjectTrifactional Brownian motionen_US
dc.subjectCross covarianceen_US
dc.subjectVariogramen_US
dc.subjectElliptically contoured random fielden_US
dc.subjectDirect covarianceen_US
dc.titleMultifractional vector Brownian motions, their decompositions, and generalizationsen_US
dc.typeArticleen_US
dc.rights.holderCopyright Taylor & Francis 2015


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