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Spectrum of periodically correlated fields

Published 9 Jul 2013 in math.ST and stat.TH | (1307.2546v1)

Abstract: The paper deals with Hilbert space valued fields over any locally compact Abelian group G, in particular over G = Zn x Rm, which are periodically correlated (PC) with respect to a closed subgroup of G. PC fields can be regarded as multi-parameter extensions of PC processes. We study structure, covariance function, and an analogue of the spectrum for such fields. As an example a weakly PC field over Z2 is thoroughly examined.

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