Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure

Details Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure

2008-06-30

arxiv.org/abs/0807.0022v1

Stoch. Proc. Appl. 119 (2009), 1325-1356

Mathematics

Probability

32 pages, 6 figures

Scientific paper

Two types of Gaussian processes, namely the Gaussian field with generalized Cauchy covariance (GFGCC) and the Gaussian sheet with generalized Cauchy covariance (GSGCC) are considered. Some of the basic properties and the asymptotic properties of the spectral densities of these random fields are studied. The associated self-similar random fields obtained by applying the Lamperti transformation to GFGCC and GSGCC are studied.

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