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This article is cited in 1 scientific paper (total in 1 paper)
Binomial-$\chi^2$ vector random fields
Ch. Ma Department of Mathematics and Statiatics, Wichita State University
Abstract:
We introduce a new class of non-Gaussian vector random fields in space and/or time, which are termed binomial-$\chi^2$ vector random fields and include $\chi^2$ vector random fields as special cases. We define a binomial-$\chi^2$ vector random field as a binomial sum of squares of independent Gaussian vector random fields on a spatial, temporal, or spatio-temporal index domain. This is a second-order vector random field and has an interesting feature in that its finite-dimensional Laplace transforms are not determined by its own covariance matrix function, but rather by that of the underlying Gaussian one. We study the basic properties of binomial-$\chi^2$ vector random fields and derive some direct/cross covariances, which are based on the bivariate normal density, distribution, and related functions, for elliptically contoured and binomial-$\chi^2$ vector random fields.
Keywords:
$\chi^2$ vector random fields, Gaussian vector random fields, elliptically contoured vector random fields, covariance matrix function.
Received: 17.10.2013 Revised: 06.06.2016
Citation:
Ch. Ma, “Binomial-$\chi^2$ vector random fields”, Teor. Veroyatnost. i Primenen., 61:3 (2016), 547–562; Theory Probab. Appl., 61:3 (2017), 375–388
Linking options:
https://www.mathnet.ru/eng/tvp5072https://doi.org/10.4213/tvp5072 https://www.mathnet.ru/eng/tvp/v61/i3/p547
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Abstract page: | 264 | Full-text PDF : | 44 | References: | 51 | First page: | 13 |
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