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.