Abstract.
In Geostatistics, primary interest often lies in the study of the spatial, or spatial-temporal, correlation of real-valued random fields, anyway complex-valued random field theory is surely a natural extension of the real domain. In such a case, it is useful to consider complex covariance functions which are composed of an even real part and an odd imaginary part. Generating complex covariance functions is not simple at all, but the procedure, developed in this paper, allows generating permissible covariance functions for complex-valued random fields in a straightforward way. In particular, by recalling the spectral representation of the covariance and translating the spectral density function by using a shifting factor, complex covariances are obtained. Some general aspects and properties of complex-valued random fields and their moments are pointed out and some examples are given.
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De Iaco, S., Palma, M. & Posa, D. Covariance functions and models for complex-valued random fields. Stochastic Environmental Research and Risk Assessment 17, 145–156 (2003). https://doi.org/10.1007/s00477-003-0129-5
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DOI: https://doi.org/10.1007/s00477-003-0129-5