Structure of the random measure associated with an isotropic stationary process

  • Authors:
  • Boudou Alain;Viguier-Pla Sylvie

  • Affiliations:
  • -;-

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2014

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Abstract

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.