Publicación:
A DEEP LOOK INTO THE DAGUM FAMILY OF ISOTROPIC COVARIANCE FUNCTIONS

Vista sencilla de ítem
dc.creatorTARIK FAOUZI
dc.creatorIGOR NIKOLAEVICH KONDRACHOUK
dc.date2022
dc.date.accessioned2025-01-10T15:32:11Z
dc.date.available2025-01-10T15:32:11Z
dc.date.issued2022
dc.description.abstractTHE DAGUM FAMILY OF ISOTROPIC COVARIANCE FUNCTIONS HAS TWO PARAMETERS THAT ALLOW FOR DECOUPLING OF THE FRACTAL DIMENSION AND THE HURST EFFECT FOR GAUSSIAN RANDOM FIELDS THAT ARE STATIONARY AND ISOTROPIC OVER EUCLIDEAN SPACES. SUFFICIENT CONDITIONS THAT ALLOW FOR POSITIVE DEFINITENESS IN RD OF THE DAGUM FAMILY HAVE BEEN PROPOSED ON THE BASIS OF THE FACT THAT THE DAGUM FAMILY ALLOWS FOR COMPLETE MONOTONICITY UNDER SOME PARAMETER RESTRICTIONS. THE SPECTRAL PROPERTIES OF THE DAGUM FAMILY HAVE BEEN INSPECTED TO A VERY LIMITED EXTENT ONLY, AND THIS PAPER GIVES INSIGHT INTO THIS DIRECTION. SPECIFICALLY, WE STUDY FINITE AND ASYMPTOTIC PROPERTIES OF THE ISOTROPIC SPECTRAL DENSITY (INTENDED AS THE HANKEL TRANSFORM) OF THE DAGUM MODEL. ALSO, WE ESTABLISH SOME CLOSED-FORM EXPRESSIONS FOR THE DAGUM SPECTRAL DENSITY IN TERMS OF THE FOX?WRIGHT FUNCTIONS. FINALLY, WE PROVIDE ASYMPTOTIC PROPERTIES FOR SUCH A CLASS OF SPECTRAL DENSITIES.
dc.formatapplication/pdf
dc.identifier.doi10.1017/jpr.2021.103
dc.identifier.issn1475-6072
dc.identifier.issn0021-9002
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/12477
dc.languagespa
dc.publisherJOURNAL OF APPLIED PROBABILITY
dc.relation.uri10.1017/jpr.2021.103
dc.rightsPUBLICADA
dc.titleA DEEP LOOK INTO THE DAGUM FAMILY OF ISOTROPIC COVARIANCE FUNCTIONS
dc.title.alternativeUNA MIRADA PROFUNDA A LA FAMILIA DAGUM DE FUNCIONES DE COVARIANZA ISOTRÓPICA
dc.typeARTÍCULO
dspace.entity.typePublication
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.Otra ReparticionDEPARTAMENTO DE CIENCIAS BASICAS
ubb.SedeCONCEPCIÓN
ubb.SedeCHILLÁN
Archivos
Colecciones
Artículos científicos