Stationary random fields in space and time with rational spectral densities

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Authors
Ma, Chunsheng
Advisors
Issue Date
2007-03
Type
Article
Keywords
Correlation function , Fourier series , Fourier transform , Isotropic , Long-range dependence , Power-law decay , Spectral density , Stationary
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Organizational Units
Journal Issue
Citation
Ma, Chunsheng. (2007). "Stationary Random Fields in Space and Time With Rational Spectral Densities." Information Theory, IEEE Transactions on 53(3): 1019-1029.
Abstract

This paper introduces three spatio–temporal stationary random fields with simple correlation functions and rational spectral densities. The correlation functions have similar forms, but are defined on different space–time domains or related to different spatial norms. Positive and negative correlations are allowed, and the domain of certain model parameters may rely on the spatial dimensional parameter so that the model may be available in a limited space or in all dimensions. The distinctions are discussed among the three basic correlation models. Moreover, families of spatio–temporal stationary random fields are derived by randomizing the spatial and temporal coordinates of the base random fields. The resulting correlation functions are semiparametric, and include separable spatio–temporal models as special cases.

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Publisher
IEEE
Journal
Book Title
Series
Information Theory, IEEE Transactions on; v.53 no.3
PubMed ID
DOI
ISSN
0018-9448
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