Show simple item record

dc.contributor.authorMa, Chunsheng
dc.date.accessioned2017-10-23T01:03:50Z
dc.date.available2017-10-23T01:03:50Z
dc.date.issued2017
dc.identifier.citationC. Ma. Binomial-chi(2) vector random fields, Theory of Probability & Its Applications 2017 61:3, 375-388en_US
dc.identifier.issn0040-585X
dc.identifier.otherWOS:000412117600002
dc.identifier.urihttp://dx.doi.org/10.1137/S0040585X97T98823X
dc.identifier.urihttp://hdl.handle.net/10057/14137
dc.descriptionClick on the DOI link to access the article (may not be free).en_US
dc.description.abstractWe introduce a new class of non-Gaussian vector random fields in space and/or time, which are termed binomial-chi(2) vector random fields and include chi(2) vector random fields as special cases. We define a binomial-chi(2) vector random field as a binomial sum of squares of independent Gaussian vector random fields on a spatial, temporal, or spatio-temporal index domain. This is a second-order vector random field and has an interesting feature in that its finite-dimensional Laplace transforms are not determined by its own covariance matrix function, but rather by that of the underlying Gaussian one. We study the basic properties of binomial-chi(2) vector random fields and derive some direct/cross covariances, which are based on the bivariate normal density, distribution, and related functions, for elliptically contoured and binomial-chi(2) vector random fields.en_US
dc.description.sponsorshipChutian Scholar project at Wuhan University of Technology.en_US
dc.language.isoen_USen_US
dc.publisherSIAM Publ.en_US
dc.relation.ispartofseriesTheory of Probability & Its Applications;v.61:no.3
dc.subjectChi(2) vector random fieldsen_US
dc.subjectGaussian vector random fieldsen_US
dc.subjectElliptically contoured vector random fieldsen_US
dc.subjectCovariance matrix functionen_US
dc.titleBinomial-chi(2) vector random fieldsen_US
dc.typeArticleen_US
dc.rights.holder© 2017, Society for Industrial and Applied Mathematicsen_US


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record