Cardiff University | Prifysgol Caerdydd ORCA
Online Research @ Cardiff 
WelshClear Cookie - decide language by browser settings

Hyperbolic vector random fields with hyperbolic direct and cross covariance functions

Du, Juan, Leonenko, Nikolai N. ORCID:, Ma, Chunsheng and Shu, Hong 2012. Hyperbolic vector random fields with hyperbolic direct and cross covariance functions. Stochastic Analysis and Applications 30 (4) , pp. 662-674. 10.1080/07362994.2012.684325

Full text not available from this repository.


This article introduces the hyperbolic vector random field whose finite-dimensional distributions are the generalized hyperbolic one, which is formulated as a scale mixture of Gaussian random fields and is thus an elliptically contoured (or spherically invariant) random field. Such a vector random field may or may not have second-order moments, while a second-order one is characterized by its mean function and its covariance matrix function, just as in a Gaussian case. Some covariance matrix structures of hyperbolic type are constructed in this paper for second-order hyperbolic vector random fields.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Uncontrolled Keywords: Conditionally negative definite matrix, Covariance matrix function, Elliptically contoured random field, Gaussian random field, Generalized hyperbolic distribution, Generalized inverse Gaussian distribution, Spherically invariant random field, Variogram
Publisher: Taylor and Francis
ISSN: 0736-2994
Last Modified: 20 Oct 2022 09:19

Citation Data

Cited 16 times in Scopus. View in Scopus. Powered By Scopus® Data

Actions (repository staff only)

Edit Item Edit Item