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    Hyperbolic cosine ratio and hyperbolic sine ratio random fields

    Date
    2021-12
    Author
    Ma, Chunsheng
    Metadata
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    Citation
    Ma, Chunsheng. 2021. Hyperbolic cosine ratio and hyperbolic sine ratio random fields, Statistics & Probability Letters, Volume 179, 2021. https://doi.org/10.1016/j.spl.2021.109212
    Abstract
    This paper introduces several vector random fields whose finite-dimensional characteristic functions are of hyperbolic type, including generalized logistic, hyperbolic secant, hyperbolic tangent, hyperbolic cosine ratio, and hyperbolic sine ratio vector random fields. They are elliptically contoured vector random fields with all orders of moments, and are infinitely divisible. In the scalar case, we make the peakedness comparison among these random fields. Hyperbolic cosine ratio and hyperbolic since ratio Lévy processes are formulated as well.
    Description
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    URI
    https://doi.org/10.1016/j.spl.2021.109212
    https://soar.wichita.edu/handle/10057/21727
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