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dc.contributor.authorMa, Chunsheng
dc.identifier.citationMa, Chunsheng. 2013. K-distributed vector random fields in space and time. Statistics & Probability Letters, v.83 no.4 pp.1143-1150en_US
dc.descriptionClick on the DOI link to access the article (may not be free).en_US
dc.description.abstractThis paper introduces two types of second-order vector random fields or stochastic processes whose marginals are K-distributed, through certain mixture procedures. The first type is formulated as an independent product of a Gamma random variable and a χ2 vector random field, with an arbitrary spatial, temporal, or spatio-temporal index domain. The second type is formed as an independent product of a Gamma process and a χ2 vector random field, with the index domain limited on the nonnegative part of the real line. We derive the mean and covariance matrix functions of these K-distributed vector random fields, as well as the corresponding finite-dimensional Laplace transformations.en_US
dc.relation.ispartofseriesStatistics & Probability Letters;v.83 no.4
dc.subjectCovariance matrix functionen_US
dc.subjectGamma processen_US
dc.subjectχ2 random fielden_US
dc.subjectRayleigh random fielden_US
dc.titleK-distributed vector random fields in space and timeen_US
dc.description.versionPeer reviewed
dc.rights.holderCopyright © 2013 Elsevier B.V. All rights reserved.

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