Two-dimensional random fields;
two-dimensional Wold decomposition;
purely indeterministic random fields;
deterministic random fields;
evanescent random fields;
two-dimensional spectral measures;
D O I:
10.1214/aoap/1177004839
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
Imposing a total order on a regular two-dimensional discrete random field induces an orthogonal decomposition of the random field into two components: a purely indeterministic field and a deterministic field. The deterministic component is further orthogonally decomposed into a half-plane deterministic field and a countable number of mutually orthogonal evanescent fields. Each of the evanescent fields is generated by the column-to-column innovations of the deterministic field with respect to a different nonsymmetrical-half-plane total-ordering definition. The half-plane deterministic field has no innovations, nor column-to-column innovations, with respect to any nonsymmetrical-half-plane total-ordering definition. This decomposition results in a corresponding decomposition of the spectral measure of the regular random field into a countable sum of mutually singular spectral measures.