A WOLD-LIKE DECOMPOSITION OF TWO-DIMENSIONAL DISCRETE HOMOGENEOUS RANDOM FIELDS

被引:23
作者
Francos, Joseph M. [1 ]
Meiri, A. Zvi [2 ]
Porat, Boaz [3 ]
机构
[1] Ben Gurion Univ Negev, Elect Comp Engn Dept, IL-84105 Beer Sheva, Israel
[2] Elscint, IL-31004 Haifa, Israel
[3] Technion Israel Inst Technol, Dept Elect Engn, IL-32000 Haifa, Israel
关键词
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.
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页码:248 / 260
页数:13
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