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- Title
Generalised spectral analysis of fractional random fields.
- Authors
Anh, V. V.; Lunney, K. E.
- Abstract
This paper considers a large class of non-stationary random fields which have fractal characteristics and may exhibit long-range dependence. Its motivation comes from a Lipschitz-Holder-type condition in the spectral domain.The paper develops a spectral theory for the random fields, including a spectral decomposition, a covariance representation and a fractal index. From the covariance representation, the covariance function and spectral density of these fields are defined. These concepts are useful in multiscaling analysis of random fields with long-range dependence.
- Publication
Journal of the Australian Mathematical Society, 1997, Vol 62, Issue 1, p64
- ISSN
1446-7887
- Publication type
Article
- DOI
10.1017/S1446788700000550