Singularity among selfsimilar Gaussian random fields with different scaling parameters and others

No Thumbnail Available
Authors
Ma, Chunsheng
Advisors
Issue Date
2018-11-02
Type
Article
Keywords
Singularity for measures , Selfsimilar , Schoenberg-Levy kernel , Positive definite , Stationary
Research Projects
Organizational Units
Journal Issue
Citation
Chunsheng Ma (2018) Singularity among selfsimilar Gaussian random fields with different scaling parameters and others, Stochastic Analysis and Applications, 36:6, 996-1005
Abstract

It is shown in this paper that the probability measures generated by selfsimilar Gaussian random fields are mutually singular, whenever they have different scaling parameters. So are those generated from a selfsimilar Gaussian random field and a stationary Gaussian random field. Certain conditions are also given for the singularity of the probability measures generated from two Gaussian random fields whose covariance functions are Schoenberg-Levy kernels, and for those from stationary Gaussian random fields with spectral densities.

Table of Contents
Description
Click on the DOI link to access the article (may not be free).
Publisher
Taylor & Francis
Journal
Book Title
Series
Stochastic Analysis and Applications;v.36:no.6
PubMed ID
DOI
ISSN
0736-2994
EISSN