New decouplers of fractal dimension and Hurst effects

Yaswanth Sai Jetti, Emilio Porcu, Martin Ostoja-Starzewski

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    1 Scopus citations

    Abstract

    A new parametric class of covariance functions of wide-sense homogeneous and isotropic random fields on Euclidean spaces is presented. While the new class possesses uncoupled fractal and Hurst effects, it is shown to encompass the Generalized Cauchy and Dagum models. On the basis of the new functions, product-based covariance models are developed, along with parametric conditions guaranteeing a decoupling of fractal and Hurst effects.

    Original languageBritish English
    Article number123
    JournalZeitschrift fur Angewandte Mathematik und Physik
    Volume74
    Issue number3
    DOIs
    StatePublished - Jun 2023

    Keywords

    • Covariance functions
    • Fractal dimension
    • Hurst parameter
    • Positive definiteness

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