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