A strong mixing condition for second-order stationary random fields

Raymond Cheng

ArticleOriginal scientific text

Title

A strong mixing condition for second-order stationary random fields

Authors ¹

Affiliations

Department of Mathematics, University of Louisville, Louisville, Kentucky 40292, U.S.A.

Abstract

Let

{X_{m n}}

be a second-order stationary random field on Z². Let ℳ(L) be the linear span of

{X_{m n} : m \leq 0, n \in Z}

, and ℳ(R_N) the linear span of

{X_{m n} : m \geq N, n \in Z}

. Spectral criteria are given for the condition

lim_{N \to \infty} c_{N} = 0

, where

c_{N}

is the cosine of the angle between ℳ(L) and

ℳ (R_{N})

.

Keywords

ENG

stationary random field, prediction theory, strong mixing

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Title

A strong mixing condition for second-order stationary random fields

Affiliations

Abstract

Keywords

Bibliography