Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions

No Thumbnail Available
Issue Date
2013-10
Authors
Ma, Chunsheng
Advisor
Citation

Ma, 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.941-958

Abstract

In 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.

Table of Content
Description
Click on the DOI link to access the article (may not be free).
publication.page.dc.relation.uri