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Power-law correlations and other models with long-range dependence on a lattice

Published online by Cambridge University Press:  14 July 2016

Chunsheng Ma*
Affiliation:
Wichita State University
*
Postal address: Department of Mathematics and Statistics, Wichita State University, Wichita, KS 67260-0033, USA. Email address: [email protected]

Abstract

This paper introduces long-range dependence for a stationary random field on a plane lattice, derives an exact power-law correlation model and other models with long-range dependence on the lattice, and explores the close connection between short-range dependent correlation functions and absolutely summable double sequences.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 2003 

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