A deep look into the dagum family of isotropic covariance functions

The Dagum family of isotropic covariance functions has two parameters thatallow for decoupling of the fractal dimension and Hurst effect for Gaussianrandom fields that are stationary and isotropic over Euclidean spaces.Sufficient conditions that allow for positive definiteness in Rd of the Dagumfamily have been proposed on the basis of the fact that the Dagum familyallows 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 study finite and asymptotic properties of the isotropic spectral density(intended as the Hankel transform) of the Dagum model. Also, we establishsome closed forms expressions for the Dagum spectral density in terms of theFox–Wright functions. Finally, we provide asymptotic properties for such aclass of spectral densities.

NATURVETENSKAP Matematik Sannolikhetsteori och statistik hsv//swe
NATURAL SCIENCES Mathematics Probability Theory and Statistics hsv//eng
Hankel Transforms; Mellin–Barnes Transforms; Spectral Theory; Positive Definite.
Mathematics/Applied Mathematics
matematik/tillämpad matematik

Porcu, EmilioKhalifa University at Abu Dhabi, United Arab Emirates (författare)
Kondrashuk, IgorUniversidad del Bio-Bio, Chile (författare)
Malyarenko, Anatoliy,1957-Mälardalens högskola,Utbildningsvetenskap och Matematik,Mathematics/Applied Mathematics(Swepub:mdh)amo01 (författare)
Universidad del Bío-Bío, ChileKhalifa University at Abu Dhabi, United Arab Emirates (creator_code:org_t)

Av författaren/redakt...: Faouzi, Tarik; Porcu, Emilio; Kondrashuk, Igor; Malyarenko, Anat ...

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