Spectrum of periodically correlated fields
Statistics Theory
2013-07-10 v1 Statistics Theory
Abstract
The paper deals with Hilbert space valued fields over any locally compact Abelian group G, in particular over G = Z^n x R^m, which are periodically correlated (PC) with respect to a closed subgroup of G. PC fields can be regarded as multi-parameter extensions of PC processes. We study structure, covariance function, and an analogue of the spectrum for such fields. As an example a weakly PC field over Z^2 is thoroughly examined.
Keywords
Cite
@article{arxiv.1307.2546,
title = {Spectrum of periodically correlated fields},
author = {Dominique Dehay and Harry L. Hurd and Andrzej Makagon},
journal= {arXiv preprint arXiv:1307.2546},
year = {2013}
}