\(\ell_1\)-symmetric vector random fields

DOI10.1016/j.spa.2018.07.012zbMath1478.60159OpenAlexW2883327808MaRDI QIDQ2000155

Fangfang Wang, Chunsheng Ma

Publication date: 28 June 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2018.07.012

zbMATH Keywords

infinitely divisibleLévy process\(\ell_1\)-normcovariance matrix functioncross covariancedirect covarianceelliptically contoured random fieldPólya-type function

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Random fields (60G60)

Related Items (1)

Vector random fields on the probability simplex with metric-dependent covariance matrix functions

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