On the construction of stationary processes and random fields
Methodology
2024-07-24 v2
Abstract
We propose a new method to construct a stationary process and random field with a given decreasing covariance function and any one-dimensional marginal distribution. The result is a new class of stationary processes and random fields. The construction method utilizes a correlated binary sequence, and it allows a simple and practical way to model dependence structures in a stationary process and random field as its dependence structure is induced by the correlation structure of a few disjoint sets in the support set of the marginal distribution. Simulation results of the proposed models are provided, which show the empirical behavior of a sample path.
Keywords
Cite
@article{arxiv.2312.07775,
title = {On the construction of stationary processes and random fields},
author = {Jeonghwa Lee},
journal= {arXiv preprint arXiv:2312.07775},
year = {2024}
}