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

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 tr...

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Bibliographic Details
Published in:Statistics & probability letters 2016-03, Vol.110, p.257-267
Main Authors: Haghbin, H., Shishebor, Z.
Format: Article
Language:English
Subjects:
Evolutionary spectral representation
Infinite dimensional random field
Periodically correlated random field
Spectral domain theory
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Summary: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.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2015.10.003