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A deep look into th...
A deep look into the Dagum family of isotropic covariance functions
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- Faouzi, Tarik (author)
- Universidad del Bío-Bío, Chile
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- Kondrashuk, Igor (author)
- Universidad del Bio-Bio, Chile
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- Porcu, Emilio (author)
- Khalifa University at Abu Dhabi, United Arab Emirates.
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- Malyarenko, Anatoliy, 1957- (author)
- Mälardalens universitet,Utbildningsvetenskap och Matematik,Mathematics/Applied Mathematics
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(creator_code:org_t)
- 2022-08-18
- 2022
- English.
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In: Journal of Applied Probability. - Cambridge : Cambridge University Press. - 0021-9002 .- 1475-6072. ; 59:4, s. 1026-1041
- Related links:
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https://www.cambridg...
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Subject headings
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- The Dagum family of isotropic covariance functions has two parameters that allow fordecoupling of the fractal dimension and the Hurst effect for Gaussian random fields thatare stationary and isotropic over Euclidean spaces. Sufficient conditions that allow forpositive definiteness in $R^d$ of the Dagum family have been proposed on the basis ofthe fact that the Dagum family allows for complete monotonicity under some parameter restrictions. The spectral properties of the Dagum family have been inspected to a verylimited extent only, and this paper gives insight into this direction. Specifically, we studyfinite and asymptotic properties of the isotropic spectral density (intended as the Hankeltransform) of the Dagum model. Also, we establish some closed-form expressions forthe Dagum spectral density in terms of the Fox–Wright functions. Finally, we provideasymptotic properties for such a class of spectral densities.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Keyword
- Hankel transforms
- Mellin–Barnes transforms
- spectral theory
- positive-definite
- Mathematics/Applied Mathematics
- matematik/tillämpad matematik
Publication and Content Type
- ref (subject category)
- art (subject category)
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