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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2016 Volume 61, Issue 3, Pages 547–562 (Mi tvp5072)

This article is cited in 1 paper

Binomial-$\chi^2$ vector random fields

Ch. Ma

Department of Mathematics and Statiatics, Wichita State University

Abstract: We introduce a new class of non-Gaussian vector random fields in space and/or time, which are termed binomial-$\chi^2$ vector random fields and include $\chi^2$ vector random fields as special cases. We define a binomial-$\chi^2$ vector random field as a binomial sum of squares of independent Gaussian vector random fields on a spatial, temporal, or spatio-temporal index domain. This is a second-order vector random field and has an interesting feature in that its finite-dimensional Laplace transforms are not determined by its own covariance matrix function, but rather by that of the underlying Gaussian one. We study the basic properties of binomial-$\chi^2$ vector random fields and derive some direct/cross covariances, which are based on the bivariate normal density, distribution, and related functions, for elliptically contoured and binomial-$\chi^2$ vector random fields.

Keywords: $\chi^2$ vector random fields, Gaussian vector random fields, elliptically contoured vector random fields, covariance matrix function.

Received: 17.10.2013
Revised: 06.06.2016

Language: English

DOI: 10.4213/tvp5072


 English version:
Theory of Probability and its Applications, 2017, 61:3, 375–388

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