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dc.contributor.authorMa, Chunsheng
dc.date.accessioned2013-10-18T16:24:22Z
dc.date.available2013-10-18T16:24:22Z
dc.date.issued2013-10
dc.identifier.citationMa, Chunsheng. 2013. Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions. Annals of the Institute of Statistical Mathematics, v.65:no.5:pp.941-958en_US
dc.identifier.issn0020-3157
dc.identifier.otherWOS:000324772600006
dc.identifier.urihttp://dx.doi.org/10.1007/s10463-013-0398-9
dc.identifier.urihttp://hdl.handle.net/10057/6579
dc.descriptionClick on the DOI link to access the article (may not be free).en_US
dc.description.abstractIn terms of the two-parameter Mittag-Leffler function with specified parameters, this paper introduces the Mittag-Leffler vector random field through its finite-dimensional characteristic functions, which is essentially an elliptically contoured one and reduces to a Gaussian one when the two parameters of the Mittag-Leffler function equal 1. Having second-order moments, a Mittag-Leffler vector random field is characterized by its mean function and its covariance matrix function, just like a Gaussian one. In particular, we construct direct and cross covariances of Mittag-Leffler type for such vector random fields.en_US
dc.description.sponsorshipU.S. Department of Energy under Grant DE-SC0005359.en_US
dc.language.isoen_USen_US
dc.publisherSpringer Heidelbergen_US
dc.relation.ispartofseriesAnnals of the Institute of Statistical Mathematics;v.65:no.5
dc.subjectCovariance matrix functionen_US
dc.subjectCross covarianceen_US
dc.subjectDirect covarianceen_US
dc.subjectElliptically contoured random fielden_US
dc.subjectGaussian random fielden_US
dc.subjectMittag-Leffler functionen_US
dc.subjectVariogramen_US
dc.titleMittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functionsen_US
dc.typeArticleen_US
dc.description.versionPeer reviewed
dc.rights.holder© The Institute of Statistical Mathematics, Tokyo 2013


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