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K-distributed vector random fields in space and time

Author

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  • Ma, Chunsheng

Abstract

This paper introduces two types of second-order vector random fields or stochastic processes whose marginals are K-distributed, through certain mixture procedures. The first type is formulated as an independent product of a Gamma random variable and a χ2 vector random field, with an arbitrary spatial, temporal, or spatio-temporal index domain. The second type is formed as an independent product of a Gamma process and a χ2 vector random field, with the index domain limited on the nonnegative part of the real line. We derive the mean and covariance matrix functions of these K-distributed vector random fields, as well as the corresponding finite-dimensional Laplace transformations.

Suggested Citation

  • Ma, Chunsheng, 2013. "K-distributed vector random fields in space and time," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1143-1150.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:4:p:1143-1150
    DOI: 10.1016/j.spl.2013.01.004
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    Cited by:

    1. Chunsheng Ma, 2013. "Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(5), pages 941-958, October.
    2. Chunsheng Ma & Anatoliy Malyarenko, 2020. "Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces," Journal of Theoretical Probability, Springer, vol. 33(1), pages 319-339, March.

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