Structure of the random measure associated with an isotropic stationary process
Each stationary process can be biunivoquely associated with a random measure, through the Fourier transform. Consequently, every particularity of a process in the temporal domain has its corresponding one in the frequency domain. We propose to study the characteristics of the random measure when the process is isotropic. For that purpose, we will define the tensor product of random measures. A simulated example will illustrate such processes.
Year of publication: |
2014
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Authors: | Alain, Boudou ; Sylvie, Viguier-Pla |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 123.2014, C, p. 111-128
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Publisher: |
Elsevier |
Subject: | Random measures | Stationary processes | Tensor products | Isotropy | Spectral measures |
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