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Generalised harmonic analysis of a class of nonstationary random fields

Part of: Stochastic processes Inference from stochastic processes

Published online by Cambridge University Press:  09 April 2009

V. V. Anh  and
K. E. Lunney
V. V. Anh
Affiliation:
School of MathematicsQueensland University of TechnologyGPO Box 2434 Brisbane Queensland 4001, Australia
K. E. Lunney
Affiliation:
School of MathematicsQueensland University of TechnologyGPO Box 2434 Brisbane Queensland 4001, Australia
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Abstract

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The paper gives a spectral representation for a class of random fields which are bounded in mean square almost surely. A characterisation of the corresponding spectral measure in the representation is obtained based on Beurling's duality theory and generalised Fourier transforms. A representation for the covariance function of asymptotically stationary random fields is also derived.

MSC classification

Secondary: 60G60: Random fields 62M15: Spectral analysis
Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 53 , Issue 3 , December 1992 , pp. 385 - 401
Copyright
Copyright © Australian Mathematical Society 1992

References

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