What Is the Spectral Theory of Random Fields?

We review the current state of the spectral theory of random functions of several variables created by Professor M. I. Yadrenko at the end of 1950s. It turns out that the spectral expansions of multi-dimensional homogeneous and isotropic random fields are governed by a pair of convex compacts and a...

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Main Author: Anatoliy Malyarenko
Format: Article
Language:English
Published: Austrian Statistical Society 2025-01-01
Series:Austrian Journal of Statistics
Online Access:https://www.ajs.or.at/index.php/ajs/article/view/1956
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author Anatoliy Malyarenko
author_facet Anatoliy Malyarenko
author_sort Anatoliy Malyarenko
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description We review the current state of the spectral theory of random functions of several variables created by Professor M. I. Yadrenko at the end of 1950s. It turns out that the spectral expansions of multi-dimensional homogeneous and isotropic random fields are governed by a pair of convex compacts and are especially simple when these compacts are simplexes. Our new result gives necessary and sufficient conditions for such a situation in terms of the group representation that defines the field.
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spelling doaj-art-826b7f9f0a12460d9565a14e79e59bd82025-01-13T07:12:23ZengAustrian Statistical SocietyAustrian Journal of Statistics1026-597X2025-01-0154110.17713/ajs.v54i1.1956What Is the Spectral Theory of Random Fields?Anatoliy Malyarenko0Professor We review the current state of the spectral theory of random functions of several variables created by Professor M. I. Yadrenko at the end of 1950s. It turns out that the spectral expansions of multi-dimensional homogeneous and isotropic random fields are governed by a pair of convex compacts and are especially simple when these compacts are simplexes. Our new result gives necessary and sufficient conditions for such a situation in terms of the group representation that defines the field. https://www.ajs.or.at/index.php/ajs/article/view/1956
spellingShingle Anatoliy Malyarenko
What Is the Spectral Theory of Random Fields?
Austrian Journal of Statistics
title What Is the Spectral Theory of Random Fields?
title_full What Is the Spectral Theory of Random Fields?
title_fullStr What Is the Spectral Theory of Random Fields?
title_full_unstemmed What Is the Spectral Theory of Random Fields?
title_short What Is the Spectral Theory of Random Fields?
title_sort what is the spectral theory of random fields
url https://www.ajs.or.at/index.php/ajs/article/view/1956
work_keys_str_mv AT anatoliymalyarenko whatisthespectraltheoryofrandomfields