Journal of Applied Probability

Power-law correlations and other models with long-range dependence on a lattice

Chunsheng Ma

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This paper introduces long-range dependence for a stationary random field on a plane lattice, derives an exact power-law correlation model and other models with long-range dependence on the lattice, and explores the close connection between short-range dependent correlation functions and absolutely summable double sequences.

Article information

J. Appl. Probab. Volume 40, Number 3 (2003), 690-703.

First available in Project Euclid: 24 July 2003

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60G60: Random fields
Secondary: 60G10: Stationary processes 62M30: Spatial processes 62M15: Spectral analysis

Correlation long-range dependence random field short-range dependence spectral density


Ma, Chunsheng. Power-law correlations and other models with long-range dependence on a lattice. J. Appl. Probab. 40 (2003), no. 3, 690--703. doi:10.1239/jap/1059060896.

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