SPECTRAL ANALYSIS OF SOME CLASSES OF MULTIVARIATE RANDOM FIELDS WITH ISOTROPIC PROPERTY
OLEKSANDR PONOMARENKO AND YURIY PERUNTheory 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.
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