New decouplers of fractal dimension and Hurst effects

Yaswanth Sai Jetti, Emilio Porcu, Martin Ostoja-Starzewski

Research output: Contribution to journalArticlepeer-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 languageEnglish (US)
Article number123
JournalZeitschrift fur Angewandte Mathematik und Physik
Volume74
Issue number3
DOIs
StatePublished - Jun 2023

Keywords

  • Covariance functions
  • Fractal dimension
  • Hurst parameter
  • Positive definiteness

ASJC Scopus subject areas

  • General Mathematics
  • General Physics and Astronomy
  • Applied Mathematics

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