Binomial-chi(2) vector random fields
Ma, Chunsheng
Ma, Chunsheng
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2017
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Article
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Keywords
Chi(2) vector random fields,Gaussian vector random fields,Elliptically contoured vector random fields,Covariance matrix function
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Citation
C. Ma. Binomial-chi(2) vector random fields, Theory of Probability & Its Applications 2017 61:3, 375-388
Abstract
We introduce a new class of non-Gaussian vector random fields in space and/or time, which are termed binomial-chi(2) vector random fields and include chi(2) vector random fields as special cases. We define a binomial-chi(2) vector random field as a binomial sum of squares of independent Gaussian vector random fields on a spatial, temporal, or spatio-temporal index domain. This is a second-order vector random field and has an interesting feature in that its finite-dimensional Laplace transforms are not determined by its own covariance matrix function, but rather by that of the underlying Gaussian one. We study the basic properties of binomial-chi(2) vector random fields and derive some direct/cross covariances, which are based on the bivariate normal density, distribution, and related functions, for elliptically contoured and binomial-chi(2) vector random fields.
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SIAM Publ.
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Theory of Probability & Its Applications;v.61:no.3
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0040-585X