Abstract
After some general results relating mixing properties of a Gaussian random field, we propose an explicit bound of the mixing coefficients of such a random field based on the approximation properties of its spectral density in § 2.1.1. In § 2.1.2. more precise results characterize the decay of such coefficients for Gaussian processes. In this chapter, X = (Xt)t∈T denotes a stationary Gaussian random field indexed by some metric group T.
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© 1994 Springer-Verlag New York, Inc.
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Doukhan, P. (1994). Gaussian random fields. In: Mixing. Lecture Notes in Statistics, vol 85. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2642-0_6
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DOI: https://doi.org/10.1007/978-1-4612-2642-0_6
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-94214-8
Online ISBN: 978-1-4612-2642-0
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