Article ID Journal Published Year Pages File Type
7549266 Statistics & Probability Letters 2016 11 Pages PDF
Abstract
Infinite dimensional periodically correlated (PC) random fields are studied in spectral domain. A spectral characterization is given and harmonizability is established. The covariance operator is characterized where it is observed that an infinite dimensional PC field is a two-dimensional Fourier transform of a spectral random measure. Also, an evolutionary spectral representation and a space-dependent spectral density are given.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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