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Generalized Whittle–Matérn random field as a model of correlated fluctuations

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Publication:3615452
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DOI10.1088/1751-8113/42/10/105202zbMath1157.60091arXiv0901.3581OpenAlexW3099299180MaRDI QIDQ3615452

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Publication date: 20 March 2009

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.3581



Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Other physical applications of random processes (60K40)


Related Items (7)

Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions ⋮ Power-law Lévy processes, power-law vector random fields, and some extensions ⋮ Analytic and asymptotic properties of multivariate generalized Linnik's probability densities ⋮ Isotropic Random Fields with the Von Kármán–Whittle Type Correlation Structure ⋮ A Statistical Framework for Generating Microstructures of Two-Phase Random Materials: Application to Fatigue Analysis ⋮ Estimation of local anisotropy based on level sets ⋮ Relationships between correlation lengths and integral scales for covariance models with more than two parameters




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