On the construction of stationary processes and random fields
Fuente:
arXiv
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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2023
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866910538544447488 |
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| author | Lee, Jeonghwa |
| author_facet | Lee, Jeonghwa |
| contents | We propose a new method to construct a stationary process and random field with a given decreasing covariance function and any one-dimensional marginal distribution. The result is a new class of stationary processes and random fields. The construction method utilizes a correlated binary sequence, and it allows a simple and practical way to model dependence structures in a stationary process and random field as its dependence structure is induced by the correlation structure of a few disjoint sets in the support set of the marginal distribution. Simulation results of the proposed models are provided, which show the empirical behavior of a sample path. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_07775 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | On the construction of stationary processes and random fields Lee, Jeonghwa Methodology We propose a new method to construct a stationary process and random field with a given decreasing covariance function and any one-dimensional marginal distribution. The result is a new class of stationary processes and random fields. The construction method utilizes a correlated binary sequence, and it allows a simple and practical way to model dependence structures in a stationary process and random field as its dependence structure is induced by the correlation structure of a few disjoint sets in the support set of the marginal distribution. Simulation results of the proposed models are provided, which show the empirical behavior of a sample path. |
| title | On the construction of stationary processes and random fields |
| topic | Methodology |
| url | https://arxiv.org/abs/2312.07775 |