K-distributed vector random fields in space and time
Ma, Chunsheng
Ma, Chunsheng
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2013-04
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Article
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Keywords
Covariance matrix function,Gamma process,χ2 random field,K-distribution,Rayleigh random field
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Citation
Ma, Chunsheng. 2013. K-distributed vector random fields in space and time. Statistics & Probability Letters, v.83 no.4 pp.1143-1150
Abstract
This 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.
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Elsevier
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Statistics & Probability Letters;v.83 no.4
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0167-7152