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vom Scheidt, J.; Starkloff, H.-J., Wunderlich, R. : Integral functionals of epsilon-correlated random fields

vom Scheidt, J.; Starkloff, H.-J., Wunderlich, R. : Integral functionals of epsilon-correlated random fields


Author(s) :
vom Scheidt, J.; Starkloff, H.-J., Wunderlich, R.
Title :
Integral functionals of epsilon-correlated random fields
Electronic source :
[gzipped dvi-file] 22 kB
[gzipped ps-file] 67 kB
Preprint series
Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 99-4, 1999
Mathematics Subject Classification :
60G60 [ Random fields ]
60G12 [ General second order processes ]
41A60 [ Asymptotic problems in approximation ]
Abstract :
In this paper asymptotic expansions for second-order moments of integral functionals of a family of wide-sense homogeneous epsilon-correlated fields are considered. The asymptotic expansions are derived for epsilon tending to 0 and extend the results for integrals of scalar and vector valued wide-sense stationary processes to the case of multidimensional integrals.
Keywords :
asymptotic expansion, second-order moment, weakly correlated field, homogeneous field
Language :
english
Publication time :
4/1999

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