Publications
A. Boudou and S. Viguier-Pla (2014)
Structure of the random measure associated with an isotropic
stationary process.
Journal of Multivariate Analysis
123 , 111-128
- Classification
- 60G57, 60G10, 60B15, 60H05
- Keywords
- Random measures, Stationary processes,
Tensor products, Isotropy, Spectral measures
Abstract :
Each stationary process can be univoquely associated with a random measure,
through the Fourier transform. Consequenctly, every particularity of a process in
the temporal domain has its corresponding one in the frequency domain.
We propose to study the characteristics of the random measure when the process is
isotropic. For that purpose, we will define the tensor product of random
measures. A simulated example will illustrate such processes.