SPECTRAL ANALYSIS OF SOME CLASSES OF MULTIVARIATE RANDOM FIELDS WITH ISOTROPIC PROPERTY

OLEKSANDR PONOMARENKO AND YURIY PERUN

Theory of Stochastic Processes Vol. 12 (28), no. 3–4, 2006, pp. 142–150

In this paper we consider two classes of generalized random fields of second order on $\mathbb{R}^n$ with values in Hilbert space $H$ with isotropic property: first – exponentially convex and isotropic random fields and second – homogeneous and isotropic random fields. The spectral representations for such fields and their covariance are obtained.

Full version