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Power-law correlations and other models with long-range dependence on a lattice

Part of: Inference from stochastic processes Stochastic processes

Published online by Cambridge University Press:  14 July 2016

Chunsheng Ma
Chunsheng Ma*
Affiliation:
Wichita State University
*
∗Postal address: Department of Mathematics and Statistics, Wichita State University, Wichita, KS 67260-0033, USA. Email address: cma@math.twsu.edu
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Abstract

This paper introduces long-range dependence for a stationary random field on a plane lattice, derives an exact power-law correlation model and other models with long-range dependence on the lattice, and explores the close connection between short-range dependent correlation functions and absolutely summable double sequences.

Keywords

Correlationlong-range dependencerandom fieldshort-range dependencespectral density

MSC classification

Primary: 60G60: Random fields
Secondary: 60G10: Stationary processes 62M30: Spatial processes 62M15: Spectral analysis
Type
Research Papers
Information
Journal of Applied Probability , Volume 40 , Issue 3 , September 2003 , pp. 690 - 703
Copyright
Copyright © Applied Probability Trust 2003 

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