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A deep look into the dagum family of isotropic covariance functions
Universidad del Bío-Bío, Chile.ORCID iD: 0000-0003-3497-050X
Khalifa University at Abu Dhabi, United Arab Emirates.ORCID iD: 0000-0001-9934-4409
Universidad del Bio-Bio, Chile.ORCID iD: 0000-0001-9489-3134
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. (Mathematics/Applied Mathematics)ORCID iD: 0000-0002-0139-0747
(English)Manuscript (preprint) (Other academic)
Abstract [en]

The Dagum family of isotropic covariance functions has two parameters thatallow for decoupling of the fractal dimension and Hurst effect for Gaussianrandom fields that are stationary and isotropic over Euclidean spaces.Sufficient conditions that allow for positive definiteness in Rd of the Dagumfamily have been proposed on the basis of the fact that the Dagum familyallows for complete monotonicity under some parameter restrictions.The spectral properties of the Dagum family have been inspected to a verylimited extent only, and this paper gives insight into this direction. Specifically,we study finite and asymptotic properties of the isotropic spectral density(intended as the Hankel transform) of the Dagum model. Also, we establishsome closed forms expressions for the Dagum spectral density in terms of theFox–Wright functions. Finally, we provide asymptotic properties for such aclass of spectral densities.

Keywords [en]
Hankel Transforms; Mellin–Barnes Transforms; Spectral Theory; Positive Definite.
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-55402OAI: oai:DiVA.org:mdh-55402DiVA, id: diva2:1577772
Available from: 2021-07-04 Created: 2021-07-04 Last updated: 2023-04-12Bibliographically approved

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https://arxiv.org/pdf/2106.14353.pdf

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Malyarenko, Anatoliy

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Faouzi, TarikPorcu, EmilioKondrashuk, IgorMalyarenko, Anatoliy
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