Decomposition of stationary α-stable random fields
成果类型：
Article
署名作者：
Rosinski, J
署名单位：
University of Tennessee System; University of Tennessee Knoxville
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1019160508
发表日期：
2000
页码：
1797-1813
关键词：
摘要：
This work is concerned with the structural analysis of stationary alpha -stable random fields. Three distinct classes of such random fields are characterized and it is shown that every stationary alpha -stable random field can be uniquely decomposed into the sum of three independent components belonging to these classes. Various examples of stationary alpha -stable random fields are discussed in this context.