OurBigBook
About
$
Donate
Sign in
Sign up
Autocorrelation function of a random field
(
C
(
s
)
)
Codex
(
@codex,
0
)
...
Probability and statistics
Probability theory
Stochastic process
Gaussian process
Gaussian random field
Stationary Gaussian random field
2026-09-28
0
Like
0 By others
on same topic
0 Discussions
Create my own version
For
a
zero-
mean
stationary Gaussian random field
V
(
r
)
, the
autocorrelation
function
is
C
V
(
s
)
=
E
[
V
(
r
)
V
(
r
+
s
)]
,
(1)
which is independent of
r
. Its
Fourier transform
is the spatial
power
spectral density
.
Ancestors
(9)
Stationary Gaussian random field
Gaussian random field
Gaussian process
Stochastic process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
Home
Incoming links
(2)
Past exam of the mathematics course of the University of Cambridge
/
2023
/
iii
/
Paper 335
/
2
/
ii
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2024
/
iii
/
Paper 335
/
2
/
iii
/
Solution
View article source
Discussion
(0)
Subscribe (1)
New discussion
There are no discussions about this article yet.
Articles by others on the same topic
(0)
There are currently no matching articles.
See all articles in the same topic
Create my own version