New decouplers of fractal dimension and Hurst effects

Yaswanth Sai Jetti; Emilio Porcu; Martin Ostoja-Starzewski

doi:10.1007/s00033-023-02010-z

New decouplers of fractal dimension and Hurst effects

Yaswanth Sai Jetti, Emilio Porcu, Martin Ostoja-Starzewski

Research output: Contribution to journal › Article › peer-review

Abstract

A new parametric class of covariance functions of wide-sense homogeneous and isotropic random fields on Euclidean spaces is presented. While the new class possesses uncoupled fractal and Hurst effects, it is shown to encompass the Generalized Cauchy and Dagum models. On the basis of the new functions, product-based covariance models are developed, along with parametric conditions guaranteeing a decoupling of fractal and Hurst effects.

Original language	English (US)
Article number	123
Journal	Zeitschrift fur Angewandte Mathematik und Physik
Volume	74
Issue number	3
Early online date	May 24 2023
DOIs	https://doi.org/10.1007/s00033-023-02010-z
State	Published - Jun 2023

Keywords

Covariance functions
Fractal dimension
Hurst parameter
Positive definiteness

ASJC Scopus subject areas

General Mathematics
General Physics and Astronomy
Applied Mathematics

Online availability

10.1007/s00033-023-02010-z

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AB - A new parametric class of covariance functions of wide-sense homogeneous and isotropic random fields on Euclidean spaces is presented. While the new class possesses uncoupled fractal and Hurst effects, it is shown to encompass the Generalized Cauchy and Dagum models. On the basis of the new functions, product-based covariance models are developed, along with parametric conditions guaranteeing a decoupling of fractal and Hurst effects.

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KW - Fractal dimension

KW - Hurst parameter

KW - Positive definiteness

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New decouplers of fractal dimension and Hurst effects

Abstract

Keywords

ASJC Scopus subject areas

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