Isotropic random fields with infinitely divisible marginal distributions

DOI10.1080/07362994.2017.1385028zbMath1390.60188OpenAlexW2773425582MaRDI QIDQ4639164

Fangfang Wang, Nikolai N. Leonenko, Chunsheng Ma

Publication date: 3 May 2018

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

Full work available at URL: http://orca.cf.ac.uk/105034/1/s1-ln27830418-1230019355-1939656818Hwf-21804570IdV140793076227830418PDF_HI0001.pdf

zbMATH Keywords

infinitely divisibleLévy processGaussian random fieldcovariance matrix functioncross covariancedirect covarianceelliptically contoured random fieldturning bands methodPólya-type function

Mathematics Subject Classification ID

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

Related Items (2)

Stochastic analysis for vector-valued generalized grey Brownian motion ⋮ \(\ell_1\)-symmetric vector random fields

Uses Software

• TBSIM

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