On infinite dimensional periodically correlated random fields: Spectrum and evolutionary spectra

H. Haghbin and Z. Shishebor

Statistics & Probability Letters, 2016, vol. 110, issue C, 257-267

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.

Keywords: Evolutionary spectral representation; Infinite dimensional random field; Periodically correlated random field; Spectral domain theory (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2015.10.003

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