Double stochastic wave models of multidimensional random fields

Stochastic Processes and Random Fields

Multidimensional Stochastic Ordering and Associated Random Variables

Plane-wave decomposition of spatially random fields.

We investigate the uniqueness of the plane-wave decomposition of temporally deterministic, spatially random fields. Specifically, we consider the decomposition of spatially ergodic and, thus, statistically homogeneous fields. We show that when the spatial power spectrum is injective, the plane waves are the only possible coherent modes. Furthermore, the randomness of such fields originates in t...

Parameter estimation for linear multichannel multidimensional models of non-Gaussian discrete random fields

This paper is concerned with the problem of estimating the multichannel impulse response function of a 2-D multiple-input multiple-output (MIMO) system given only the measurements of the vector output of the system. Such models arise in a variety of situations such as color images (textures), or image data from multiple frequency bands, multiple sensors or multiple time frames. We extend the ap...

Angular spectral plane-wave expansion of nonstationary random fields in stochastic mode-stirred reverberation processes.

We derive an integral expression for the plane-wave expansion of the time-varying (nonstationary) random field inside a mode-stirred reverberation chamber. It is shown that this expansion is a so-called oscillatory process, whose kernel can be expressed explicitly in closed form. The effect of nonstationarity is a modulation of the spectral density of the field on a time scale that is a functio...