Browsing Mathematics, Statistics, and Physics by Subject "Levy process"

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    • Isotropic random fields with infinitely divisible marginal distributions 

      Wang, Fangfang; Leonenko, Nikolai; Ma, Chunsheng (Taylor & Francis, 2018)
      A simple but efficient approach is proposed in this paper to construct the isotropic random field in (d 2), whose univariate marginal distributions may be taken as any infinitely divisible distribution with finite variance. ...

    • Vector stochastic processes with Polya-Type correlation structure 

      Ma, Chunsheng (Wiley, 2017-08)
      This paper introduces a simple method to construct a stationary process on the real line with a Polya-type covariance function and with any infinitely divisible marginal distribution, by randomising the timescale of the ...