Structure of the random measure associated with an isotropic stationary process

被引:0
|
作者
Alain, Boudou [1 ]
Sylvie, Viguier-Pla [1 ]
机构
[1] Univ Toulouse 3, Equipe Stat & Proba, Inst Math, UMR5219, F-31062 Toulouse 9, France
关键词
Random measures; Stationary processes; Tensor products; Isotropy; Spectral measures;
D O I
10.1016/j.jmva.2013.08.001
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Each stationary process can be biunivoquely associated with a random measure, through the Fourier transform. Consequently, every particularity of a process in the temporal domain has its corresponding one in the frequency domain. We propose to study the characteristics of the random measure when the process is isotropic. For that purpose, we will define the tensor product of random measures. A simulated example will illustrate such processes. (C) 2013 Elsevier Inc. All rights reserved.
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页码:111 / 128
页数:18
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